Browsing by Author "d3288ad0-1b73-4170-9d2b-e93456e55669"
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Bensalem, Sarah; Hernández Santibáñez, Nicolás; Kazi Tani, Nabil (Elsevier, 2020)This paper studies an equilibrium model between an insurance buyer and an insurance seller, where both parties' risk preferences are given by convex risk measures. The interaction is modeled through a Stackelberg type game, ...