On a Markovian game model for competitive insurance pricing

Autor: Christophe Dutang, Claire Mouminoux, Hansjoerg Albrecher, Stéphane Loisel

Publikováno v: Methodology and Computing in Applied Probability
Methodology and Computing in Applied Probability, Springer Verlag, 2021, ⟨10.1007/s11009-021-09906-1⟩

In this paper, we extend the non-cooperative one-period game of Dutang et al. (Journal of Operational Research 231(3):702–711, 2013) to model a non-life insurance market over several periods by considering the repeated (one-period) game. Using Mark

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b529a3575638de8d1c79a1aa64060985
https://hal.archives-ouvertes.fr/hal-03448339