Add to ORKGWe extend a game-theoretic model of Dutang et al. (2013) for non-life insurance pricing under competition among insurance companies and investigate the effects of asymmetric information on the equilibrium premium. We study Bayesian Nash equilibria as well as Bayesian Stackelberg equilibria and illustrate the sensitivity of equilibrium prices to various forms and magnitudes of information asymmetry through some numerical examples
We study market equilibria in a dynamic competitive insurance model with asymmetric information. The...
This dissertation studies a competitive insurance market in which a policyholder owns private inform...
International audienceIn this paper, we formulate a noncooperative game to model a non-life insuranc...
We extend a game-theoretic model of Dutang et al. (2013) for non-life insurance pricing under compet...
Extending a model of Dutang et al. (2013) on a game-theoretic approach for nonlife insurance pricing...
Extending a model of Dutang et al. (2013) on a game-theoretic approach for nonlife insurance pricing...
We study a dynamic competitive equilibrium model with asymmetric information about time-variant aggr...
This paper explores the dynamics of insurance markets under incomplete information. Various informat...
We formulate a noncooperative game to model competition for policyholders among non-life insurance c...
In the insurance industry, the number of product-specific policies from different companies has incr...
Within an anticipative stochastic calculus framework, we study a market game with asymmetric informa...
Within an anticipative stochastic calculus framework, we study a market game with asymmetric informa...
We consider the effect of asymmetric information on price formation process in a financial market wh...
Discussion paper - CORE, Université Catholique de Louvain, n° 9816We consider the effect of asymmetr...
Discussion paper - CORE, Université Catholique de Louvain, n° 9816We consider the effect of asymmetr...
We study market equilibria in a dynamic competitive insurance model with asymmetric information. The...
This dissertation studies a competitive insurance market in which a policyholder owns private inform...
International audienceIn this paper, we formulate a noncooperative game to model a non-life insuranc...
We extend a game-theoretic model of Dutang et al. (2013) for non-life insurance pricing under compet...
Extending a model of Dutang et al. (2013) on a game-theoretic approach for nonlife insurance pricing...
Extending a model of Dutang et al. (2013) on a game-theoretic approach for nonlife insurance pricing...
We study a dynamic competitive equilibrium model with asymmetric information about time-variant aggr...
This paper explores the dynamics of insurance markets under incomplete information. Various informat...
We formulate a noncooperative game to model competition for policyholders among non-life insurance c...
In the insurance industry, the number of product-specific policies from different companies has incr...
Within an anticipative stochastic calculus framework, we study a market game with asymmetric informa...
Within an anticipative stochastic calculus framework, we study a market game with asymmetric informa...
We consider the effect of asymmetric information on price formation process in a financial market wh...
Discussion paper - CORE, Université Catholique de Louvain, n° 9816We consider the effect of asymmetr...
Discussion paper - CORE, Université Catholique de Louvain, n° 9816We consider the effect of asymmetr...
We study market equilibria in a dynamic competitive insurance model with asymmetric information. The...
This dissertation studies a competitive insurance market in which a policyholder owns private inform...
International audienceIn this paper, we formulate a noncooperative game to model a non-life insuranc...