
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 publiéDate
2005Journal name
Journal of Mathematical EconomicsVolume
41Number
4-5Publisher
Elsevier
Pages
483-503
Publication identifier
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Show full item recordAbstract (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 problemsRelated items
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