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Costly risk verification without commitment in competitive insurance markets

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Author Info
Picard, Pierre

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Abstract

This paper analyzes the equilibrium of an insurance market where applicants for insurance have a duty of good faith when they reveal private information about their risk type. Insurers can, at some cost, verify the type of insureds who file a claim and they are allowed to retroactively void the insurance contract if it is established that the policyholder has misrepresented his risk when the contract was taken out. However, insurers cannot precommit to their risk verification strategy. The paper analyzes the relationship between second-best Pareto-optimality and the insurance market equilibrium in a game theoretic framework. It characterizes the contracts offered at equilibrium, the individuals' contract choice as well as the conditions under which an equilibrium exists.

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File URL: http://www.sciencedirect.com/science/article/B6WFW-4TK92G3-4/2/74146d1915cd2659f0ef2da0b72b57ef
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Publisher Info
Article provided by Elsevier in its journal Games and Economic Behavior.

Volume (Year): 66 (2009)
Issue (Month): 2 (July)
Pages: 893-919
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Handle: RePEc:eee:gamebe:v:66:y:2009:i:2:p:893-919

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Web page: http://www.elsevier.com/locate/inca/622836

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Related research
Keywords: Insurance Asymmetric information Good faith Risk verification Credibility;

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References listed on IDEAS
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  1. Picard, Pierre, 1994. "Auditing claims in insurance market with fraud : the credibility issue," CEPREMAP Working Papers (Couverture Orange) 9420, CEPREMAP.
  2. Picard, Pierre, 1996. "Auditing claims in the insurance market with fraud: The credibility issue," Journal of Public Economics, Elsevier, vol. 63(1), pages 27-56, December. [Downloadable!] (restricted)
  3. A. Dixit, 1999. "Adverse Selection and Insurance with Uberrima Fides," Princeton Economic Theory Papers 99f5, Economics Department, Princeton University.
  4. Hellwig, Martin, 1987. "Some recent developments in the theory of competition in markets with adverse selection ," European Economic Review, Elsevier, vol. 31(1-2), pages 319-325. [Downloadable!] (restricted)
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  5. A. Dixit & P. Picard, 2002. "On the Role of Good Faith in Insurance Contracting," THEMA Working Papers 2002-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
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  6. Rothschild, Michael & Stiglitz, Joseph E, 1976. "Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information," The Quarterly Journal of Economics, MIT Press, vol. 90(4), pages 630-49, November.
  7. Spence, Michael, 1978. "Product differentiation and performance in insurance markets," Journal of Public Economics, Elsevier, vol. 10(3), pages 427-447, December. [Downloadable!] (restricted)
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This page was last updated on 2009-11-7.


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