The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
From MaRDI portal
Publication:5894131
DOI10.1080/03461230802425834zbMath1224.91035OpenAlexW2027067503MaRDI QIDQ5894131
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/164117
uncertaintyequilibriumcorrelationsrisk aversionNash bargaining solutionreinsurance treatiesmultinormal universePareto optimal risk exchange
Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (14)
Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator ⋮ Core of the reinsurance market with dependent risks ⋮ Pareto-optimal reinsurance policies with maximal synergy ⋮ Risk-adjusted bowley reinsurance under distorted probabilities ⋮ Bowley solution under the reinsurer's default risk ⋮ Robust reinsurance contracts with risk constraint ⋮ A continuous-time theory of reinsurance chains ⋮ On optimal reinsurance treaties in cooperative game under heterogeneous beliefs ⋮ Risk sharing with multiple indemnity environments ⋮ Redistribution of longevity risk: the effect of heterogeneous mortality beliefs ⋮ Bowley solution of a mean-variance game in insurance ⋮ The economics of sharing macro-longevity risk ⋮ A Bowley solution with limited ceded risk for a monopolistic reinsurer ⋮ Nash equilibria in optimal reinsurance bargaining
Cites Work
- Unnamed Item
- Concavifiability and constructions of concave utility functions
- Independence of irrelevant alternatives, and solutions to Nash's bargaining problem
- Axiomatic models of bargaining
- Fair (and not so fair) division
- The Bargaining Problem
- Approaches to the Bargaining Problem Before and After the Theory of Games: A Critical Discussion of Zeuthen's, Hicks', and Nash's Theories
- Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
- Perspectives of Risk Sharing
- Equilibrium in a Reinsurance Market
- Two-Person Cooperative Games
This page was built for publication: The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
