Dynamic Pricing of General Insurance in a Competitive Market

DOI10.2143/AST.37.1.2020796zbMath1162.91409OpenAlexW3126074316MaRDI QIDQ3632825

Paul Emms

Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.37.1.2020796

Mathematics Subject Classification ID

Related Items (13)

POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS ⋮ Pricing in a competitive stochastic insurance market ⋮ Robust reinsurance contracts in continuous time ⋮ Reinsurance contract design when the insurer is ambiguity-averse ⋮ Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market ⋮ Noncooperative dynamic games for general insurance markets ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading ⋮ Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model ⋮ Optimal decision on dynamic insurance price and investment portfolio of an insurer ⋮ Pricing general insurance in a reactive and competitive market ⋮ Robust reinsurance contracts with uncertainty about jump risk ⋮ Pricing general insurance with constraints ⋮ Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market

Cites Work

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• Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
• Risk Aversion in the Small and in the Large

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