Optimal premium pricing in a competitive stochastic insurance market with incomplete information : a Bayesian game-theoretic approach
Fotios Mourdoukoutas, Tim J. Boonen, Bonsoo Koo, Athanasios A. Pantelous
| Year of publication: |
2024
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|---|---|
| Authors: | Mourdoukoutas, Fotios ; Boonen, Tim J. ; Koo, Bonsoo ; Pantelous, Athanasios A. |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 119.2024, p. 32-47
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| Subject: | Bayesian Nash equilibrium | Combined ratio | Competitive insurance markets | Incomplete information | Unvollkommene Information | Versicherungsmarkt | Insurance market | Spieltheorie | Game theory | Bayes-Statistik | Bayesian inference | Nash-Gleichgewicht | Nash equilibrium | Adverse Selektion | Adverse selection | Versicherungsökonomik | Economics of insurance | Preiswettbewerb | Price competition | Asymmetrische Information | Asymmetric information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015067199