Competition among non-life insurers under solvency constraints: A game-theoretic approach

Christophe Dutang (), Hansjoerg Albrecher and Stéphane Loisel
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Christophe Dutang: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon, IRMA - Institut de Recherche Mathématique Avancée - UNISTRA - Université de Strasbourg - CNRS - Centre National de la Recherche Scientifique
Hansjoerg Albrecher: UNIL - Université de Lausanne = University of Lausanne

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Abstract: In this paper, we formulate a noncooperative game to model a non-life insurance market. The aim is to analyze the e ects of competition between insurers through di erent indicators: the market premium, the solvency level, the market share and the underwriting results. Resulting premium Nash equilibria are discussed and numerically illustrated.

Date: 2013
New Economics Papers: this item is included in nep-com and nep-ias
Note: View the original document on HAL open archive server: https://hal.science/hal-00746245v1
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Citations: View citations in EconPapers (17)

Published in European Journal of Operational Research, 2013, 231 (3), pp.702-711

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Journal Article: Competition among non-life insurers under solvency constraints: A game-theoretic approach (2013)
Working Paper: Competition among non-life insurers under solvency constraints: A game-theoretic approach (2013)
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