On a Markovian game model for competitive insurance pricing

DOI10.1007/s11009-021-09906-1zbMath1489.91069OpenAlexW3208376125MaRDI QIDQ2152254

Claire Mouminoux, Stéphane Loisel, Hansjoerg Albrecher, Christophe Dutang

Publication date: 7 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-021-09906-1

zbMATH Keywords

game theoryMarkov chainssolvency constraintnon-cooperative gameconsumers' price sensitivity

Mathematics Subject Classification ID

Applications of game theory (91A80) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Multistage and repeated games (91A20) Risk models (general) (91B05) Actuarial mathematics (91G05)

Related Items (1)

On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading

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