The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
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Publication:5894131
DOI10.1080/03461230802425834zbMath1224.91035MaRDI QIDQ5894131
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/164117
uncertainty; equilibrium; correlations; risk aversion; Nash bargaining solution; reinsurance treaties; multinormal universe; Pareto optimal risk exchange
91A80: Applications of game theory
91B26: Auctions, bargaining, bidding and selling, and other market models
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Cites Work
- Unnamed Item
- Concavifiability and constructions of concave utility functions
- Independence of irrelevant alternatives, and solutions to Nash's bargaining problem
- Axiomatic models of bargaining
- Fair (and not so fair) division
- The Bargaining Problem
- Approaches to the Bargaining Problem Before and After the Theory of Games: A Critical Discussion of Zeuthen's, Hicks', and Nash's Theories
- Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
- Perspectives of Risk Sharing
- Equilibrium in a Reinsurance Market
- Two-Person Cooperative Games
