Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...
Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...
Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
tel-00703797, version 2 - 7 Jun 2012<br />
BIBLIOGRAPHY<br />
Dutang, C. (2012b), Fixed-point-based theorems to show the existence of generalized Nash<br />
equilibria. Working paper, ISFA. 108<br />
Dutang, C. (2012c), GNE: computation of Generalized Nash Equilibria. R package version 0.9.<br />
125<br />
Dutang, C., Albrecher, H. and Loisel, S. (2012), A game to mo<strong>de</strong>l <strong>non</strong>-life insurance market<br />
cycles. Working paper, ISFA. 93<br />
Emms, P., Haberman, S. and Savoulli, I. (2007), ‘Optimal strategies for pricing general insurance’,<br />
Insurance: Mathematics and Economics 40(1), 15–34. 95<br />
Facchinei, F., Fischer, A. and Piccialli, V. (2007), ‘On generalized Nash games and variational<br />
inequalities’, Operations Research Letters 35(2), 159–164. 110<br />
Facchinei, F. and Kanzow, C. (2009), Generalized Nash equilibrium problems. Updated version<br />
of the ’quaterly journal of operations research’ version. 103, 108, 109, 125<br />
Feldblum, S. (2001), Un<strong>de</strong>rwriting cycles and business strategies, in ‘CAS proceedings’. 94<br />
Fields, J. A. and Venezian, E. C. (1989), ‘Interest rates and profit cycles: A disaggregated<br />
approach’, Journal of Risk and Insurance 56(2), 312–319. 94<br />
Fu<strong>de</strong>nberg, D. and Tirole, J. (1991), Game Theory, The MIT Press. 101<br />
Geoffard, P. Y., Chiappori, P.-A. and Durand, F. (1998), ‘Moral hazard and the <strong>de</strong>mand for<br />
physician services: First lessons from a French natural experiment’, European Economic<br />
Re<strong>vie</strong>w 42(3-5), 499–511. 95<br />
Golubin, A. Y. (2006), ‘Pareto-Optimal Insurance Policies in the Mo<strong>de</strong>ls with a Premium<br />
Based on the Actuarial Value’, Journal of Risk and Insurance 73(3), 469–487. 95<br />
Gron, A. (1994), ‘Capacity constraints and cycles in property-casualty insurance markets’,<br />
RAND Journal of Economics 25(1). 94<br />
Har<strong>de</strong>lin, J. and <strong>de</strong> Forge, S. L. (2009), Raising capital in an insurance oligopoly market.<br />
Working paper. 95<br />
Hogan, W. W. (1973), ‘Point-to-set maps in mathematical programming’, SIAM Re<strong>vie</strong>w<br />
15(3), 591–603. 109<br />
Jablonowski, M. (1985), ‘Earnings cycles in property/casualty insurance: A behavioral theory’,<br />
CPCU Journal 38(3), 143–150. 94<br />
Kliger, D. and Levikson, B. (1998), ‘Pricing insurance contracts - an economic <strong>vie</strong>wpoint’,<br />
Insurance: Mathematics and Economics 22(3), 243–249. 95<br />
Lemaire, J. and Quairière, J.-P. (1986), ‘Chains of reinsurance revisited’, ASTIN Bulletin<br />
16(2), 77–88. 95<br />
Malinovskii, V. K. (2010), Competition-originated cycles and insurance companies. work<br />
presented at ASTIN 2009. 95<br />
133