Competition among non-life insurers under solvency constraints: a game-theoretic approach

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Etat: Public
Version: de l'auteur
ID Serval
serval:BIB_FB452024BF1F
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Competition among non-life insurers under solvency constraints: a game-theoretic approach
Périodique
European Journal of Operational Research
Auteur(s)
Dutang C., Albrecher H., Loisel S.
ISSN
0377-2217
Statut éditorial
Publié
Date de publication
12/2013
Peer-reviewed
Oui
Volume
231
Numéro
3
Pages
702-711
Langue
anglais
Résumé
We formulate a noncooperative game to model competition for policyholders among non-life insurance companies, taking into account market premium, solvency level, market share and underwriting results. We study Nash equilibria and Stackelberg equilibria for the premium levels, and give numerical illustrations.
Mots-clé
Non-life insurance, Market model, Game theory, Nash equilibrium, Stackelberg equilibrium
Web of science
Création de la notice
20/06/2013 10:51
Dernière modification de la notice
20/08/2019 16:26
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