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

We formulate a noncooperative game to model competition for policyholders among non-life insurance companies, taking into account market premium, solvency level, market share and underwriting results. We study Nash equilibria and Stackelberg equilibria for the premium levels, and give numerical illustrations

Editorial - special issue insurance data science

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On an asymptotic rule <mml:math altimg="si14.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd" xmlns:sa="http://www.elsevier.com/xml/common/struct-aff/dtd"><mml:mi>A</mml:mi><mml:mo>+</mml:mo><mml:mi>B</mml:mi><mml:mo>/</mml:mo><mml:mi>u</mml:mi></mml:math> for ultimate ruin probabilities under dependence by mixing

International audienc

A Strategy for Source Identification of Organic Pollutants in River Water

Sources of organic pollution in the Oise river, France have been identified using a “mutual search” strategy. This consisted of searching the characterized discharges for compounds found in the river water and, conversely, searching river water extracts for compounds found in the discharges. The “matches” were facilitated by comparisons of retention indices on two capillary gas chromatographic columns of widely differing polarity, response factors of selective detectors, and mass spectra. These assignments were verified by the geographical correlation of the selected pollutant\u27s point of appearance in the river with the location of the suspected source

On a Markovian game model for competitive insurance pricing

International audienceIn this paper, we extend the non-cooperative one-period game of Dutang et al. (2013) to model a non-life insurance market over several periods by considering the repeated (one-period) game. Using Markov chain methodology, we derive general properties of insurer portfolio sizes given a price vector. In the case of a regulated market (identical premium), we are able to obtain convergence measures of long run market shares. We also investigate the consequences of the deviation of one player from this regulated market. Finally, we provide some insights of long-term patterns of the repeated game as well as numerical illustrations of leadership and ruin probabilities

Détection des polluants organiques des eaux de surface par chromatographie en phase liquide et spectrophotométrie à barette de diodes

Des méthodes analytiques simples et rapides sont nécessaires à la détection et au suivi des pollutions des eaux de surface, afin de protéger les installations de production d'eau potable. La chromatographie en phase liquide à haute résolution permet l'extraction et la séparation des micropolluants organiques. Après concentration sur cartouche Sep-pak C18 et séparation sur une phase stationnaire n-alkyle, les polluants sont détectés par absorptiométrie UV au moyen d'un spectrophotomètre à barette de photodiodes. La fiabilité de l'analyse a exigé l'établissement d'un protocole rigoureux afin d'obtenir une empreinte reproductible de l'eau de rivière. Le chromatogramme et les spectres sont stockés et exploités grâce à un système informatisé. Un programme de recherche en bibliothèque permet la comparaison des spectres en vue de l'identification des polluants