In a many-to-many reinsurance market with Choquet risk preferences, pricing at the second-lowest true cost with generous contract distribution yields a subgame-perfect Nash equilibrium that is Pareto optimal.
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Subgame Perfect Nash Equilibria in Large Reinsurance Markets
In a many-to-many reinsurance market with Choquet risk preferences, pricing at the second-lowest true cost with generous contract distribution yields a subgame-perfect Nash equilibrium that is Pareto optimal.