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Existence and monotonicity of solutions to moral hazard problems

dc.contributor.authorDana, Rose-Anne
HAL ID: 12658
dc.contributor.authorCarlier, Guillaume
dc.date.accessioned2011-01-04T15:08:44Z
dc.date.available2011-01-04T15:08:44Z
dc.date.issued2005
dc.identifier.issn0304-4068
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5371
dc.language.isoenen
dc.subjectSupermodularity
dc.subjectFirst-order approach
dc.subjectRearrangements
dc.subjectMoral hazard
dc.subject.ddc519en
dc.subject.classificationjelJ41en
dc.subject.classificationjelG22en
dc.subject.classificationjelC44en
dc.titleExistence and monotonicity of solutions to moral hazard problems
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThis paper provides a method to prove existence of solutions to some moral hazard problems with infinite set of outcomes. The argument is based on the concept of nondecreasing rearrangement and on a supermodular version of Hardy–Littlewood’s inequality. The method also provides qualitative properties of solutions. Both the cases of wage contracts and of insurance contracts are studied.
dc.relation.isversionofjnlnameJournal of Mathematical Economics
dc.relation.isversionofjnlvol41
dc.relation.isversionofjnlissue7
dc.relation.isversionofjnldate2005
dc.relation.isversionofjnlpages826-843
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.jmateco.2004.08.002
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevier
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2018-05-16T12:55:09Z


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