Noncooperative dynamic games for general insurance markets
DOI10.1016/J.INSMATHECO.2017.12.001zbMATH Open1398.91315OpenAlexW2773355786MaRDI QIDQ1697229FDOQ1697229
Authors: Tim J. Boonen, Athanasios A. Pantelous, Renchao Wu 
Publication date: 15 February 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.12.001
Recommendations
- Equilibrium pricing of general insurance policies
- Pricing in a competitive stochastic insurance market
- Competition among non-life insurers under solvency constraints: a game-theoretic approach
- A dynamic pricing game for general insurance market
- Optimal premium pricing strategies for competitive general insurance markets
open-loop Nash equilibriumsolvency ratiofinite-time differential gameinsurance market competitionpremium cycles
Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Dynamic games (91A25) Discrete-time games (91A50)
Cites Work
- Title not available (Why is that?)
- Potential games
- Dynamic optimization and differential games.
- Aggregative games and best-reply potentials
- Risk Exchange with Distorted Probabilities
- A simple model of insurance market dynamics
- Competition among non-life insurers under solvency constraints: a game-theoretic approach
- Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator
- Title not available (Why is that?)
- Title not available (Why is that?)
- Underwriting strategy in a competitive insurance environment
- Dynamic Pricing of General Insurance in a Competitive Market
- Optimal management of an insurer's exposure in a competitive general insurance market
- Pricing General Insurance Using Optimal Control Theory
- Pricing general insurance with constraints
- Optimal strategies for pricing general insurance
- Competition-originated cycles and insurance strategies
- Expenses and underwriting strategy in competition
- On the tradeoff between the law of large numbers and oligopoly in insurance
- Insurance market games: Scale effects and public policy
- Equilibrium pricing of general insurance policies
- Optimal premium pricing strategies for competitive general insurance markets
- Potential games with aggregation in non-cooperative general insurance markets
Cited In (14)
- Pricing in a competitive stochastic insurance market
- Equilibrium pricing of general insurance policies
- Title not available (Why is that?)
- A dynamic pricing game for general insurance market
- On a Markovian game model for competitive insurance pricing
- A simple model of insurance market dynamics
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
- Peer effect and dynamic ALM games among insurers
- Competition-originated cycles and insurance strategies
- Loan interest rate Nash models with solvency constraints in the banking sector
- Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach
- Potential games with aggregation in non-cooperative general insurance markets
- Equitable solvent controls in a multi-period game model of risk
- Competition among non-life insurers under solvency constraints: a game-theoretic approach
Uses Software
This page was built for publication: Noncooperative dynamic games for general insurance markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1697229)
