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Competitive Pooling: Rothschild-Stiglitz Reconsidered

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Author Info
Pradeep Dubey (SUNY, Stony Brook)
John Geanakoplos () (Yale University, Cowles Foundation)
Abstract

We build a model of competitive pooling, which incorporates adverse selection and signalling into general equilibrium. Pools are characterized by their quantity limits on contributions. Households signal their reliability by choosing which pool to join. In equilibrium, pools with lower quantity limits sell for a higher price, even though each household's deliveries are the same at all pools. The Rothschild-Stiglitz model of insurance is included as a special case. We show that by recasting their hybrid oligopolistic-competitive story in our perfectly competitive framework, their separating equilibrium always exists (even when they say it doesn't) and is unique.

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File URL: http://cowles.econ.yale.edu/P/cd/d13a/d1346-r2.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1346R2.

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Length: 35 pages
Date of creation: Dec 2001
Date of revision: Feb 2002
Publication status: Published in Quarterly Journal of Economics (2002), 117(4): 1529-1570
Handle: RePEc:cwl:cwldpp:1346r2

Note: CFP 1048
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: competitive pooling; insurance; adverse selection; signalling; refined equilibrium; separating equilibrium;

Find related papers by JEL classification:
D4 - Microeconomics - - Market Structure and Pricing
D5 - Microeconomics - - General Equilibrium and Disequilibrium
D41 - Microeconomics - - Market Structure and Pricing - - - Perfect Competition
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information

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  1. Alberto Martin, 2007. "On Rothschild–Stiglitz as Competitive Pooling," Economic Theory, Springer, vol. 31(2), pages 371-386, May. [Downloadable!] (restricted)
    Other versions:
  2. Alberto Martin, 2009. "A Model of Collateral, Investment, and Adverse Selection," Economics Working Papers 1136, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
  3. Quinzii, Martine & Magill, Michael, 2008. "Normative Properties of Stock Market Equilibrium with Moral Hazard," Working Papers 08-2, University of California at Davis, Department of Economics. [Downloadable!]
    Other versions:
  4. Calcagno, R. & Wagner, W., 2003. "The inefficiency of the stock market equilibrium under moral hazard," Discussion Paper 107, Tilburg University, Center for Economic Research. [Downloadable!]
  5. Alberto Martin, 2008. "Adverse Selection, Credit, and Efficiency: the Case of the Missing Market," Economics Working Papers 1085, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009. [Downloadable!]
  6. von Siemens, Ferdinand & Kosfeld, Michael, 2009. "Negative Externalities and Equilibrium Existence in Competitive Markets with Adverse Selection," IZA Discussion Papers 4125, Institute for the Study of Labor (IZA). [Downloadable!]
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