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

Abstract : 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.
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https://hal.archives-ouvertes.fr/hal-01616156
Contributor : Christophe Dutang <>
Submitted on : Friday, October 13, 2017 - 11:26:52 AM
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Christophe Dutang, Hansjoerg Albrecher, Stéphane Loisel. Competition among non-life insurers under solvency constraints: A game-theoretic approach. European Journal of Operational Research, Elsevier, 2013, 231 (3), pp.702 - 711. ⟨10.1016/j.ejor.2013.06.029⟩. ⟨hal-01616156⟩

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