Séminaire du CIMMUL | QUANTACT – Bin Zou
Séminaire du CIMMUL | QUANTACT – Bin Zou
A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition Bin Zou University of Connecticut Résumé We propose a two-layer stochastic game model to study reinsurance contracting and competition in a market with one insurer and two competing reinsurers. The insurer negotiates with both reinsurers simultaneously for proportional reinsurance contracts that are priced using the […]