Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6897774 | European Journal of Operational Research | 2013 | 10 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Christophe Dutang, Hansjoerg Albrecher, Stéphane Loisel,