On competitive non-life insurance pricing under incomplete information
Details
Serval ID
serval:BIB_BA60536E7DA7
Type
Inproceedings: an article in a conference proceedings.
Collection
Publications
Institution
Title
On competitive non-life insurance pricing under incomplete information
Title of the conference
Current Topics on Risk Analysis: ICRA 6 and Risk 2015 Conference
ISBN
978-84-9844-496-4
Publication state
Published
Issued date
2015
Peer-reviewed
Oui
Editor
Guillen M.
Pages
41-48
Language
english
Abstract
Extending a model of Dutang et al. (2013) on a game-theoretic approach for nonlife insurance pricing under competition among insurers, we investigate the effects of incomplete information about the price elasticity of competitors. We study Bayesian Nash equilibria and illustrate the sensitivity of equilibrium prices with respect to model assumptions.
Create date
30/11/2015 17:22
Last modification date
20/08/2019 15:28
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