Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
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Publication:2421401
DOI10.1016/j.insmatheco.2019.02.002zbMath1410.91255OpenAlexW2922278257WikidataQ128217880 ScholiaQ128217880MaRDI QIDQ2421401
Bent Jesper Christensen, Julie Thøgersen, Soren Asmussen
Publication date: 17 June 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.02.002
diffusion approximationNash equilibriumsaddle pointstochastic differential gameexit problembeta distributionmarket friction
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