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Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market

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  • Asmussen, Søren
  • Christensen, Bent Jesper
  • Thøgersen, Julie

Abstract

Two insurance companies I1,I2 with reserves R1(t),R2(t) compete for customers, such that in a suitable stochastic differential game the smaller company I2 with R2(0)

Suggested Citation

  • Asmussen, Søren & Christensen, Bent Jesper & Thøgersen, Julie, 2019. "Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 92-100.
    • Handle: RePEc:eee:insuma:v:87:y:2019:i:c:p:92-100
    DOI: 10.1016/j.insmatheco.2019.02.002
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    2. Mourdoukoutas, Fotios & Boonen, Tim J. & Koo, Bonsoo & Pantelous, Athanasios A., 2021. "Pricing in a competitive stochastic insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 44-56.

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