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Equitable Insurance Premium Schemes

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  • W. Bossert
  • M. Fleurbaey

Abstract

We analyze the equity properties of insurance premium schemes where agents are partitioned into groups with different average accident probabilities and each individual has to pay a premium according to the average probability of the group to which it belongs. In particular, we examine the question whether choosing finer partitions to define these groups generates more equitable situations than coarser groups. Though it turns out that partitioning the agents into finer groups can never be Lorenz dominated by the coarser partition, it cannot be guaranteed that finer partitions represent improvements over coarser ones except in very restrictive circumstances.

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Bibliographic Info

Paper provided by THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise in its series THEMA Working Papers with number 2000-03.

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Date of creation: 2000
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Handle: RePEc:ema:worpap:2000-03

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Cited by:
  1. Chakravarty, Satya R. & Zoli, Claudio, 2012. "Stochastic dominance relations for integer variables," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1331-1341.
  2. Michael Hoy & Julia Witt, 2007. "Welfare Effects of Banning Genetic Information in the Life Insurance Market: The Case of BRCA1/2 Genes," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(3), pages 523-546.
  3. Michael Hoy & Michael Ruse, 2008. "“No Solution to This Dilemma Exists”: Discrimination, Insurance, and the Human Genome Project," Working Papers 0808, University of Guelph, Department of Economics and Finance.

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