| Abstract: | We define a game between the insured and the insurer by which one can justify the choice of the discount function from the insurance premium payment as a function of the deductible. We find conditions that make it possible to conclude a contract using the deductible amount. We define a game between the insurer and the reinsurer in which the insurer chooses the loss-ratio limit and the reinsurer the price of the reinsurance policy. We seek a Stackelberg equilibrium with the reinsurer in the role of leader. Translated fromMetody Matematicheskogo Modelirovaniya, 1998, pp. 160–164. |
