The Nash bargaining solution vs. equilibrium in a reinsurance syndicate

DOI10.1080/03461230802425834zbMath1224.91045MaRDI QIDQ5894132

Esbjörn Ohlsson, Susanna Björkwall, Ola G. Hössjer

Publication date: 22 February 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230802425834

zbMATH Keywords

bootstrap; stochastic claims reserving; Chain-ladder; development factor method; development triangle

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F40: Bootstrap, jackknife and other resampling methods

62G09: Nonparametric statistical resampling methods

Related Items

PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS, Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays, Parametric expectile regression and its application for premium calculation, A generalized linear model with smoothing effects for claims reserving, The collective reserving model

Cites Work

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• 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