Competition among non-life insurers under solvency constraints: a game-theoretic approach
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Publication:2356190
DOI10.1016/j.ejor.2013.06.029zbMath1317.91042OpenAlexW2001724191MaRDI QIDQ2356190
Stéphane Loisel, Hansjoerg Albrecher, Christophe Dutang
Publication date: 29 July 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.06.029
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Related Items (18)
A survey of some recent results on Risk Theory ⋮ Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator ⋮ On a Markovian game model for competitive insurance pricing ⋮ POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS ⋮ Pricing in a competitive stochastic insurance market ⋮ Risk-adjusted bowley reinsurance under distorted probabilities ⋮ Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market ⋮ Noncooperative dynamic games for general insurance markets ⋮ Reinsurance games with two reinsurers: tree versus chain ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading ⋮ A continuous-time theory of reinsurance chains ⋮ A dynamic pricing game for general insurance market ⋮ Risk sharing with multiple indemnity environments ⋮ On finite-time ruin probabilities in a generalized dual risk model with dependence ⋮ Multi-period loan interest rate Nash model with Basel II solvency constraint ⋮ Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework ⋮ Loan interest rate Nash models with solvency constraints in the banking sector ⋮ Business planning for a profit-seeking insurer under deficiency of information
Uses Software
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