tel-00703797, version 2 - 7 Jun 2012 Chapitre 2. Theorie <strong><strong>de</strong>s</strong> jeux et cycles <strong>de</strong> marché Figure 2.8: A random path for PLN loss mo<strong>de</strong>l and ¯ fj Borch, K. (1960), ‘Reciprocal reinsurance treaties seen as a two-person cooperative game’, Skandinavisk Aktuarietidskrift 1960(1-2), 29–58. 95 Borch, K. (1975), ‘Optimal insurance arrangements’, ASTIN Bulletin 8(3), 284–290. 95 Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997), Actuarial Mathematics, The Society of Actuaries. 100 Bühlmann, H. (1984), ‘The general economic premium principle’, ASTIN Bulletin 14(1), 13– 21. 95 Cummins, J. D. and Outreville, J. F. (1987), ‘An international analysis of un<strong>de</strong>rwriting cycles in property-liability insurance’, The Journal of Risk Finance 54(2), 246–262. 94 Demgne, E. J. (2010), <strong>Etu<strong>de</strong></strong> <strong><strong>de</strong>s</strong> cycles <strong>de</strong> réassurance, Master’s thesis, ENSAE. 95 Derien, A. (2010), Solvabilité 2: une réelle avancée?, PhD thesis, ISFA. 99 Diewert, W. E., Avriel, M. and Zang, I. (1981), ‘Nine kinds of quasiconcavity and concavity’, Journal of Economic Theory 25(3). 108 Dreves, A., Facchinei, F., Kanzow, C. and Sagratella, S. (2011), ‘On the solutions of the KKT conditions of generalized Nash equilibrium problems’, SIAM Journal on Optimization 21(3), 1082–1108. 125 Dutang, C. (2012a), A survey of GNE computation methods: theory and algorithms. Working paper, ISFA. 125 132
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