Pricing in a competitive stochastic insurance market
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Publication:2657016
DOI10.1016/j.insmatheco.2021.01.003zbMath1460.91233MaRDI QIDQ2657016
Athanasios A. Pantelous, Bonsoo Koo, Fotios Mourdoukoutas, Tim J. Boonen
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
Nash equilibrium; non-cooperative game theory; competitive markets; convex and concave demand functions; stochastic claims
91A80: Applications of game theory
91A15: Stochastic games, stochastic differential games
91G05: Actuarial mathematics