Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market

Author:

Asmussen Søren,Christensen Bent Jesper,Thøgersen Julie

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference60 articles.

1. Portfolio size as function of the premium: modelling and optimization;Asmussen;Stochastics,2013

2. Stackelberg equilibrium premium strategies for push-pull competition in a non-life insurance market with product differentiation;Asmussen,2018

3. Strategic asset allocation in money management;Basak;J. Finance,2014

4. A note on applications of stochastic ordering to control problems in insurance and finance;Bäuerle;Stochastics,2014

5. A class of non-zero-sum stochastic differential investment and reinsurance games;Bensoussan;Automatica,2014

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