Nash equilibria in optimal reinsurance bargaining

DOI10.1016/j.insmatheco.2020.05.001zbMath1446.91054arXiv1909.01739OpenAlexW3024868260MaRDI QIDQ784435

Michail Anthropelos, Tim J. Boonen

Publication date: 3 August 2020

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

Full work available at URL: https://arxiv.org/abs/1909.01739

zbMATH Keywords

Nash equilibriumNash bargainingoptimal reinsurance contractrisk-sharing gamesstrategically chosen risk aversion

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial mathematics (91G05)

Related Items (6)

Bowley reinsurance with asymmetric information: a first-best solution ⋮ Bowley vs. Pareto optima in reinsurance contracting ⋮ Bowley solution under the reinsurer's default risk ⋮ A dynamic pricing game for general insurance market ⋮ OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION ⋮ Bowley reinsurance with asymmetric information on the insurer's risk preferences

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