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Stock Market Portfolios and the Segmentation of the Insurance Market

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Author Info
Laffont, Jean-Jacques
Rochet, Jean-Charles

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Abstract

In this paper, the authors suggest a way in which a monopolistic insurance firm can improve segmentation of its market by conditioning the price of insurance on the quantity of risky assets held by its clients. They derive the optimal linear pricing scheme and show that the firm's profit increases with the correlation (in the customers' p opulation) between risk tolerance and accident probability. Copyright 1988 by The editors of the Scandinavian Journal of Economics.

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Publisher Info
Article provided by Blackwell Publishing in its journal Scandinavian Journal of Economics.

Volume (Year): 90 (1988)
Issue (Month): 3 ()
Pages: 435-46
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Handle: RePEc:bla:scandj:v:90:y:1988:i:3:p:435-46

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  1. Bertrand Villeneuve, 2003. "Concurrence et antisélection multidimensionnelle en assurance," Annales d'Economie et de Statistique, ADRES, issue 69, pages 06, Janvier-M. [Downloadable!]
  2. Michael Smart, 1996. "Competitive Insurance Markets with Two Unobservables," Working Papers msmart-96-01, University of Toronto, Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-19.

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