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The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection

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Author Info
Dionne, G.
Gourieroux, C.
Vanasse, C.

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Abstract

We discuss how to detect the informational content of household decisions among the explanatory variables of econometric models. Two applications to the choice of automobile insurance contracts and the demand for life insurance are provided. We show that the information provided by additional decision variables is rather weak and often non significant.

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Publisher Info
Paper provided by Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. in its series Papers with number 9806.

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Length: 23 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:pnegmi:9806

Contact details of provider:
Postal: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.

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Related research
Keywords: HOUSEHOLD ; INFORMATION ; ADVERSE SELECTION ; RISK ; INSURANCE;

Other versions of this item:

Find related papers by JEL classification:
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies

Cited by:
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  1. G. Dionne & R. Gagné, 2000. "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," THEMA Working Papers 2000-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
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