28.05.2013 Views

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 ...

SHOW MORE
SHOW LESS

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 />

Chapitre 2. Theorie <strong><strong>de</strong>s</strong> jeux et cycles <strong>de</strong> marché<br />

Markham, F. J. (2007), An investigation into un<strong>de</strong>rwriting cycles in the South African shortterm<br />

insurance market for the period 1975 to 2006, Technical report, University of the<br />

Witwatersrand. 94<br />

Marshall, A. W. and Olkin, I. (1979), Inequalities: theory of majorization and its applications,<br />

Aca<strong>de</strong>mic Press. 130, 131<br />

McFad<strong>de</strong>n, D. (1981), Econometric Mo<strong>de</strong>ls of Probabilistic Choice, in ‘Structural Analysis of<br />

Discrete Data with Econometric Applications’, The MIT Press, chapter 5. 96<br />

Mimra, W. and Wambach, A. (2010), A Game-Theoretic Foundation for the Wilson Equilibrium<br />

in Competitive Insurance Markets with Adverse Selection. CESifo Working Paper No.<br />

3412. 95<br />

Moreno-Codina, J. and Gomez-Alvado, F. (2008), ‘Price optimisation for profit and growth’,<br />

Towers Perrin Emphasis 4, 18–21. 95<br />

Osborne, M. and Rubinstein, A. (2006), A Course in Game Theory, Massachusetts Institute<br />

of Technology. 101, 115<br />

Picard, P. (2009), Participating insurance contracts and the Rothschild-Stiglitz equilibrium<br />

puzzle. working paper, Ecole Polytechnique. 94, 95<br />

Polborn, M. K. (1998), ‘A mo<strong>de</strong>l of an oligopoly in an insurance market’, The Geneva Paper<br />

on Risk and Insurance Theory 23(1), 41–48. 95<br />

Powers, M. R. and Shubik, M. (1998), ‘On the tra<strong>de</strong>off between the law of large numbers and<br />

oligopoly in insurance’, Insurance: Mathematics and Economics 23(2), 141–156. 95<br />

Powers, M. R. and Shubik, M. (2006), ‘A “square- root rule” for reinsurance’, Cowles Foundation<br />

Discussion Paper No. 1521. . 95<br />

R Core Team (2012), R: A Language and Environment for Statistical Computing, R Foundation<br />

for Statistical Computing, Vienna, Austria.<br />

URL: http://www.R-project.org 104<br />

Rees, R., Gravelle, H. and Wambach, A. (1999), ‘Regulation of insurance markets’, The Geneva<br />

Paper on Risk and Insurance Theory 24(1), 55–68. 95<br />

Rockafellar, R. T. and Wets, R. J.-V. (1997), Variational Analysis, Springer-Verlag. 109<br />

Rosen, J. B. (1965), ‘Existence and Uniqueness of Equilibrium Points for Concave N-person<br />

Games’, Econometrica 33(3), 520–534. 102, 110<br />

Rothschild, M. and Stiglitz, J. E. (1976), ‘Equilibrium in competitive insurance markets: An<br />

essay on the economics of imperfect information’, The Quarterly Journal of Economics<br />

90(4), 630–649. 94<br />

Shaked, M. and Shanthikumar, J. G. (2007), Stochastic Or<strong>de</strong>rs, Springer. 120, 129, 130<br />

Shapley, L. (1953), ‘Stochastic games’, Proc. Nat. Acad. Sci. U.S.A. 39(10), 1095–1100. 115<br />

134

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!