IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v38y2006i2p374-390.html
   My bibliography  Save this article

An insurance network: Nash equilibrium

Author

Listed:
  • Ramasubramanian, S.

Abstract

No abstract is available for this item.

Suggested Citation

  • Ramasubramanian, S., 2006. "An insurance network: Nash equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 374-390, April.
    • Handle: RePEc:eee:insuma:v:38:y:2006:i:2:p:374-390
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-6687(05)00141-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Martin I. Reiman, 1984. "Open Queueing Networks in Heavy Traffic," Mathematics of Operations Research, INFORMS, vol. 9(3), pages 441-458, August.
    2. S. Ramasubramanian, 2000. "A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant," Mathematics of Operations Research, INFORMS, vol. 25(3), pages 509-538, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Offer Kella & S. Ramasubramanian, 2012. "Asymptotic Irrelevance of Initial Conditions for Skorohod Reflection Mapping on the Nonnegative Orthant," Mathematics of Operations Research, INFORMS, vol. 37(2), pages 301-312, May.
    2. I. Venkat Appal Raju & S. Ramasubramanian, 2016. "Risk Diversifying Treaty Between Two Companies with Only One in Insurance Business," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 183-214, November.
    3. Gassous, Anouar M. & Răşcanu, Aurel & Rotenstein, Eduard, 2012. "Stochastic variational inequalities with oblique subgradients," Stochastic Processes and their Applications, Elsevier, vol. 122(7), pages 2668-2700.
    4. Wu, Yang-Che, 2020. "Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 116-128.
    5. Adams, Daniel & dos Reis, Gonçalo & Ravaille, Romain & Salkeld, William & Tugaut, Julian, 2022. "Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts," Stochastic Processes and their Applications, Elsevier, vol. 146(C), pages 264-310.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. I. Venkat Appal Raju & S. Ramasubramanian, 2016. "Risk Diversifying Treaty Between Two Companies with Only One in Insurance Business," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 183-214, November.
    2. Atar, Rami & Shadmi, Yonatan, 2023. "Fluid limits for earliest-deadline-first networks," Stochastic Processes and their Applications, Elsevier, vol. 157(C), pages 279-307.
    3. Josh Reed & Yair Shaki, 2015. "A Fair Policy for the G / GI / N Queue with Multiple Server Pools," Mathematics of Operations Research, INFORMS, vol. 40(3), pages 558-595, March.
    4. Saulius Minkevičius & Igor Katin & Joana Katina & Irina Vinogradova-Zinkevič, 2021. "On Little’s Formula in Multiphase Queues," Mathematics, MDPI, vol. 9(18), pages 1-15, September.
    5. Muralidharan, Ajith & Pedarsani, Ramtin & Varaiya, Pravin, 2015. "Analysis of fixed-time control," Transportation Research Part B: Methodological, Elsevier, vol. 73(C), pages 81-90.
    6. Mor Armony & Constantinos Maglaras, 2004. "On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design," Operations Research, INFORMS, vol. 52(2), pages 271-292, April.
    7. Saulius Minkevičius & Edvinas Greičius, 2019. "Heavy Traffic Limits for the Extreme Waiting Time in Multi-phase Queueing Systems," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 109-124, March.
    8. Biswas, Anup & Budhiraja, Amarjit, 2011. "Exit time and invariant measure asymptotics for small noise constrained diffusions," Stochastic Processes and their Applications, Elsevier, vol. 121(5), pages 899-924.
    9. Avi Mandelbaum & Kavita Ramanan, 2010. "Directional Derivatives of Oblique Reflection Maps," Mathematics of Operations Research, INFORMS, vol. 35(3), pages 527-558, August.
    10. Yamada, Keigo, 1999. "Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes," Stochastic Processes and their Applications, Elsevier, vol. 80(1), pages 103-128, March.
    11. Ward Whitt & Wei You, 2020. "Heavy-traffic limits for stationary network flows," Queueing Systems: Theory and Applications, Springer, vol. 95(1), pages 53-68, June.
    12. Yongjiang Guo & Yunan Liu & Renhu Pei, 2018. "Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback," Annals of Operations Research, Springer, vol. 264(1), pages 157-191, May.
    13. Dimitris Bertsimas & David Gamarnik & Alexander Anatoliy Rikun, 2011. "Performance Analysis of Queueing Networks via Robust Optimization," Operations Research, INFORMS, vol. 59(2), pages 455-466, April.
    14. Offer Kella & S. Ramasubramanian, 2012. "Asymptotic Irrelevance of Initial Conditions for Skorohod Reflection Mapping on the Nonnegative Orthant," Mathematics of Operations Research, INFORMS, vol. 37(2), pages 301-312, May.
    15. Ernst, Philip A. & Franceschi, Sandro & Huang, Dongzhou, 2021. "Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 634-670.
    16. A. B. Dieker & S. Ghosh & M. S. Squillante, 2017. "Optimal Resource Capacity Management for Stochastic Networks," Operations Research, INFORMS, vol. 65(1), pages 221-241, February.
    17. Minkevicius, Saulius & Steisunas, Stasys, 2003. "A law of the iterated logarithm for global values of waiting time in multiphase queues," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 359-371, February.
    18. Maglaras, Constantinos & Van Mieghem, Jan A., 2005. "Queueing systems with leadtime constraints: A fluid-model approach for admission and sequencing control," European Journal of Operational Research, Elsevier, vol. 167(1), pages 179-207, November.
    19. Nie, Tianyang & Rutkowski, Marek, 2014. "Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection," Stochastic Processes and their Applications, Elsevier, vol. 124(8), pages 2672-2698.
    20. Sabri Çelik & Costis Maglaras, 2008. "Dynamic Pricing and Lead-Time Quotation for a Multiclass Make-to-Order Queue," Management Science, INFORMS, vol. 54(6), pages 1132-1146, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:38:y:2006:i:2:p:374-390. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.