Pricing in a competitive stochastic insurance market

DOI10.1016/j.insmatheco.2021.01.003zbMath1460.91233OpenAlexW3123738023MaRDI QIDQ2657016

Athanasios A. Pantelous, Bonsoo Koo, Fotios Mourdoukoutas, Tim J. Boonen

Publication date: 17 March 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.01.003

zbMATH Keywords

Nash equilibriumnon-cooperative game theorycompetitive marketsconvex and concave demand functionsstochastic claims

Mathematics Subject Classification ID

Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15) Actuarial mathematics (91G05)

Related Items (3)

On a Markovian game model for competitive insurance pricing ⋮ Insurance pricing in an equilibrium model ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading

Cites Work

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• Equilibrium Pricing of General Insurance Policies
• Pricing General Insurance Using Optimal Control Theory
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games

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