On a Markovian game model for competitive insurance pricing
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Publication:2152254
DOI10.1007/s11009-021-09906-1zbMath1489.91069OpenAlexW3208376125MaRDI QIDQ2152254
Claire Mouminoux, Stéphane Loisel, Hansjoerg Albrecher, 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
Applications of game theory (91A80) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Multistage and repeated games (91A20) Risk models (general) (91B05) Actuarial mathematics (91G05)
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Cites Work
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