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

Mourdoukoutas, Fotios; Boonen, Tim J.; Koo, Bonsoo; … - In: Insurance : mathematics and economics 119 (2024), pp. 32-47

Persistent link: https://www.econbiz.de/10015067199

Personalised drawdown strategies and partial annuitisation to mitigate longevity risk

Chen, Wen; Minney, Aaron; Toscas, Peter; Koo, Bonsoo; … - In: Finance research letters 39 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012805467

Novel utility-based life cycle models to optimise income in retirement

Koo, Bonsoo; Pantelous, Athanasios A.; Wang, Yunxiao - In: European journal of operational research : EJOR 299 (2022) 1, pp. 346-361

Persistent link: https://www.econbiz.de/10013206990

Novel utility-based life cycle models to optimise income in retirement in the presence of heterogeneous preferences

Koo, Bonsoo; Pantelous, Athanasios A.; Wang, Yunxiao - 2020

Persistent link: https://www.econbiz.de/10012608333

Pricing in a Competitive Stochastic Insurance Market

Mourdoukoutas, Fotios - 2020

This paper studies a one-period stochastic game to determine the optimal premium strategies of non-life insurers in a competitive market. Specifically, the optimal premium strategy is determined by the Nash equilibrium of an n-player game, in which each player is assumed to maximise the expected...

Persistent link: https://www.econbiz.de/10012824103