Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
Søren Asmussen, Bent Jesper Christensen, Julie Thøgersen
| Year of publication: |
2019
|
|---|---|
| Authors: | Asmussen, Søren ; Christensen, Bent Jesper ; Thøgersen, Julie |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 87.2019, p. 92-100
|
| Subject: | Stochastic differential game | Diffusion approximation | Exit problem | Market friction | Nash equilibrium | Saddle point | Beta distribution | Nash-Gleichgewicht | Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory | Versicherungsmarkt | Insurance market | Unvollkommener Markt | Incomplete market | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058923