On a Markovian game model for competitive insurance pricing
DOI10.1007/S11009-021-09906-1zbMATH Open1489.91069OpenAlexW3208376125MaRDI QIDQ2152254FDOQ2152254
Claire Mouminoux, Hansjörg Albrecher, Stéphane Loisel, Christophe Dutang
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
Recommendations
- Pricing in a competitive stochastic insurance market
- A game theoretic model for a reinsurance market
- A dynamic pricing game for general insurance market
- scientific article; zbMATH DE number 6255454
- Noncooperative dynamic games for general insurance markets
- A game-theoretic model of reinsurance
- Stackelberg differential game for insurance under model ambiguity
- Stochastic cooperative games in insurance
- Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
Actuarial mathematics (91G05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of game theory (91A80) Multistage and repeated games (91A20) Risk models (general) (91B05)
Cites Work
- Loss models. From data to decisions
- Title not available (Why is that?)
- Markov Chains
- Generalized Nash equilibrium problems
- Stochastic orders
- An Introduction to Queueing Theory and Matrix-Analytic Methods
- Title not available (Why is that?)
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
- Risk Exchange with Distorted Probabilities
- Title not available (Why is that?)
- On the Laplace transform of the lognormal distribution
- Equilibrium in a Reinsurance Market
- 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
- A stochastic differential reinsurance game
- Title not available (Why is that?)
- Queueing networks. A fundamental approach
- Underwriting strategy in a competitive insurance environment
- Optimal strategies for pricing general insurance
- Closed queueing networks with batch services
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER
- Expenses and underwriting strategy in competition
- Pricing insurance contracts -- an economic viewpoint
- Pricing in a competitive stochastic insurance market
- Risk sharing with multiple indemnity environments
- 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
- Noncooperative dynamic games for general insurance markets
- POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS
- A continuous-time theory of reinsurance chains
- A dynamic pricing game for general insurance market
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
Cited In (5)
- Title not available (Why is that?)
- Dynamics and stability analysis of a Stackelberg mixed duopoly game with price competition in insurance market
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading
- On the cost of risk misspecification in insurance pricing
- Pricing of unemployment insurance products with doubly stochastic Markov chains
This page was built for publication: On a Markovian game model for competitive insurance pricing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2152254)
