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Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market

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  • Asmussen, Søren
  • Christensen, Bent Jesper
  • Thøgersen, Julie

Abstract

Two insurance companies I1,I2 with reserves R1(t),R2(t) compete for customers, such that in a suitable stochastic differential game the smaller company I2 with R2(0)

Suggested Citation

  • Asmussen, Søren & Christensen, Bent Jesper & Thøgersen, Julie, 2019. "Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 92-100.
    • Handle: RePEc:eee:insuma:v:87:y:2019:i:c:p:92-100
    DOI: 10.1016/j.insmatheco.2019.02.002
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    Cited by:

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    2. Dalila Guerdouh & Nabil Khelfallah & Josep Vives, 2022. "Optimal Control Strategies for the Premium Policy of an Insurance Firm with Jump Diffusion Assets and Stochastic Interest Rate," JRFM, MDPI, vol. 15(3), pages 1-19, March.

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