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View article: Optimal reinsurance in a competitive market
Optimal reinsurance in a competitive market Open
We study a stochastic differential game in an insurance context. In our setting two insurers compete for market share, which is represented by a joint performance functional. Consequently, one of the insurers strives to maximize it, while …
View article: Optimal reinsurance in a competitive market
Optimal reinsurance in a competitive market Open
We study a stochastic differential game in a ruin theoretic environment. In our setting two insurers compete for market share, which is represented by a joint performance functional. Consequently, one of the insurers strives to maximize it…