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Rearrangement inequalities in non-convex insurance models

Carlier, Guillaume; Dana, Rose-Anne (2005), Rearrangement inequalities in non-convex insurance models, Journal of Mathematical Economics, 41, 4-5, p. 483-503. http://dx.doi.org/10.1016/j.jmateco.2004.12.004

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Type
Article accepté pour publication ou publié
Date
2005
Journal name
Journal of Mathematical Economics
Volume
41
Number
4-5
Publisher
Elsevier
Pages
483-503
Publication identifier
http://dx.doi.org/10.1016/j.jmateco.2004.12.004
Metadata
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Author(s)
Carlier, Guillaume
Dana, Rose-Anne
Abstract (EN)
This paper provides an existence theorem for a class of infinite-dimensional non-convex problems arising in symmetric and asymmetric information models. Sufficient conditions for monotonicity of solutions are also given. The proofs are very simple and rely on rearrangement techniques and the concept of supermodularity. Several applications to insurance are given.
Subjects / Keywords
Rearrangement inequalities; Supermodularity; Spence–Mirrlees condition; Risk sharing problems
JEL
G22 - Insurance; Insurance Companies; Actuarial Studies
D82 - Asymmetric and Private Information; Mechanism Design
D81 - Criteria for Decision-Making under Risk and Uncertainty
C61 - Optimization Techniques; Programming Models; Dynamic Analysis

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