The Nash bargaining solution vs. equilibrium in a reinsurance syndicate

DOI10.1080/03461230802425834zbMath1224.91045OpenAlexW2027067503MaRDI QIDQ5894132

Esbjörn Ohlsson, Susanna Björkwall, Ola G. Hössjer

Publication date: 22 February 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230802425834

zbMATH Keywords

bootstrapstochastic claims reservingChain-ladderdevelopment factor methoddevelopment triangle

Mathematics Subject Classification ID

Related Items (5)

PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS ⋮ The collective reserving model ⋮ Parametric expectile regression and its application for premium calculation ⋮ A generalized linear model with smoothing effects for claims reserving ⋮ Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays

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

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