Pricing in a competitive stochastic insurance market
DOI10.1016/J.INSMATHECO.2021.01.003zbMATH Open1460.91233OpenAlexW3123738023MaRDI QIDQ2657016FDOQ2657016
Authors: Fotios Mourdoukoutas, Tim J. Boonen, Bonsoo Koo, Athanasios A. Pantelous 
Publication date: 17 March 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.01.003
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Nash equilibriumcompetitive marketsnon-cooperative game theoryconvex and concave demand functionsstochastic claims
Actuarial mathematics (91G05) Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15)
Cites Work
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- Pricing General Insurance Using Optimal Control Theory
- Optimal strategies for pricing general insurance
- Expenses and underwriting strategy in competition
- 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
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
Cited In (26)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Characterization and uniqueness of equilibrium in competitive insurance
- Optimal management of an insurer's exposure in a competitive general insurance market
- Equilibrium pricing of general insurance policies
- Insurance Planning Models
- On the positive correlation property in competitive insurance markets
- Optimal premium pricing strategies for competitive general insurance markets
- A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies
- Axiomatic characterization of insurance prices
- Competitive insurance market in the presence of ambiguity
- A dynamic pricing game for general insurance market
- Optimal strategy in the insurer-policyholder game in the stochastic market interest rate environment
- On a Markovian game model for competitive insurance pricing
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
- Weighted Pricing Functionals With Applications to Insurance
- Insurance pricing under ambiguity
- Insurance pricing in an equilibrium model
- Pricing participating policies under the Meixner process and stochastic volatility
- Noncooperative dynamic games for general insurance markets
- 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
- Pricing a heterogeneous portfolio based on a demand function
- Nash equilibrium in competitive insurance
- Competition among non-life insurers under solvency constraints: a game-theoretic approach
- Pricing of unemployment insurance products with doubly stochastic Markov chains
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