Interesting analysis. The paper I posted in ye olde library is somewhat connected. It considers the case of a number of insurers with different estimates of a risk and applying the same profit loading, and concluding that if they want to achieve their desired profit margin they need to add a multiple of the standard deviation of the error in their estimates. Its not quite the problem you are aiming to solve, but it might provide some insight.
The problem you outline seems a very difficult one to solve. You might need to write a paper to start the literature 
. One potential problem is that it would be difficult to model the demand curve if competitors are using different types of feature engineering, or using additional data that is not available to you. I don’t know how it would be possible to model the potential anti-selection effects from these types of unknowns.