The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
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Publication:5894132
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
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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
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- 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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