"This paper examines a #stochastic one-period #insurancemarket with incomplete information. The aggregate amount of #claims follows a compound #poisson distribution. #insurers are assumed to be exponential utility maximizers, with their degree of #riskaversion forming their private information. A premium strategy is defined as a map between risk types and premium rates. The optimal premium strategies are denoted by the pure-strategy #bayesian #nash equilibrium, whose existence and uniqueness are demonstrated under specific conditions for the demand function..."