On a Markovian game model for competitive insurance pricing
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Publication:2152254
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Cites work
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- scientific article; zbMATH DE number 3965301 (Why is no real title available?)
- scientific article; zbMATH DE number 3566537 (Why is no real title available?)
- A continuous-time theory of reinsurance chains
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- Equilibrium pricing of general insurance policies
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- Expenses and underwriting strategy in competition
- Generalized Nash equilibrium problems
- Insurance market games: Scale effects and public policy
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- Markov Chains
- Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator
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- Noncooperative dynamic games for general insurance markets
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- On the Laplace transform of the lognormal distribution
- On the tradeoff between the law of large numbers and oligopoly in insurance
- Optimal premium pricing strategies for competitive general insurance markets
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Cited in
(8)- Pricing of unemployment insurance products with doubly stochastic Markov chains
- scientific article; zbMATH DE number 6255454 (Why is no real title available?)
- Annual intrinsic value of a company in a competitive insurance market
- Dynamics and stability analysis of a Stackelberg mixed duopoly game with price competition in insurance market
- A simple model of insurance market dynamics
- 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
- Competition among non-life insurers under solvency constraints: a game-theoretic approach
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