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"Morální hazard" a "nepříznivý výběr" při maximalizaci pravděpodobnosti ekonomického přežití / Moral hazard and adverse selection when survival probability is maximized [available in Czech only]

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Author Info
Jiří Hlaváček () (Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Prague, Czech Republic)
Michal Hlaváček () (Czech National Bank, Prague, Czech Republic, Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic)

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Abstract

This paper analyses problems within the asymmetric information models (principal agent models) where we replace standard assumption of maximisation of expected income by maximisation of probability of economic survival. This paper concentrates on two basic models- adverse selection model and moral hazard model. In both cases the effect of asymmetry of information gets weaker or even disappears. Contrary to standard approach the competitive Pareto effective equilibrium could exists in both models with pooled contract with full coverage of possible accident by the principal

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Publisher Info
Paper provided by Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies in its series Working Papers IES with number 2006/22.

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Length: 18 pages
Date of creation: Feb 2006
Date of revision: Feb 2006
Handle: RePEc:fau:wpaper:wp2006_22

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Related research
Keywords: principal-agent problem; moral hazard; adverse selection; probability of survival; Pareto distribution of probability;

Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information

This paper has been announced in the following NEP Reports:

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This page was last updated on 2009-11-18.


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