Pricing in a competitive stochastic insurance market

DOI10.1016/j.insmatheco.2021.01.003zbMath1460.91233MaRDI 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 equilibrium; non-cooperative game theory; competitive markets; convex and concave demand functions; stochastic claims

Mathematics Subject Classification ID

91A80: Applications of game theory

91A15: Stochastic games, stochastic differential games

91G05: Actuarial mathematics

Related Items

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

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