Competition among non-life insurers under solvency constraints: A game-theoretic approach

Link
http://dx.doi.org/10.1016/j.ejor.2013.06.029
Volume
231
Page
702-711
Number
3
Year
2013
Categories
Risk Valuation
Publications
European Journal of Operational Research
Authors
Dutang, Christophe
Albrecher, Hansjoerg
Loisel, Stéphane