On a Markovian game model for competitive insurance pricing
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Publication:2152254
DOI10.1007/s11009-021-09906-1zbMath1489.91069MaRDI QIDQ2152254
Christophe Dutang, Stéphane Loisel, Hansjoerg Albrecher, Claire Mouminoux
Publication date: 7 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-021-09906-1
91A80: Applications of game theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
91A20: Multistage and repeated games
91B05: Risk models (general)
91G05: Actuarial mathematics