Optimal premium pricing in a competitive stochastic insurance market with incomplete information : a Bayesian game-theoretic approach
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
|
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 |
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