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Equilibrium in Competitive Insurance Markets with Moral Hazard

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Author Info
Richard Arnott
Joseph Stiglitz

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Abstract

This paper examines the existence and nature of competitive equilibrium with moral hazard. The more insurance an individual has, the less care will he take. Consequently, insurance firms attempt to restrict their clients' aggregate insurance purchases. If individuals' aggregate insurance purchases are observable, each firm will ration the amount of insurance its clients can purchase and insist that they purchase no insurance from other firms. This paper focuses on the alternative situation where firms cannot observe their clients' aggregate insurance purchases. We show that firms will still attempt to restrict their clients' aggregate purchases, but now they must do so indirectly. One possibility is that all firms sell only policies with a sufficiently large amount of coverage that individuals choose to purchase insurance from only one firm. Another possibility is that each firm offers a latent policy in addition to its regular policy. Latent policies are not purchased in equilibrium, but serve to restrict entry. If an entering firm offers a supplementary policy, an individual will purchase not only this policy plus his previous policy but also the latent policy. The latent policy is designed so that the individual reduces effort by enough to render any entering policy unprofitable.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 3588.

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Date of creation: Jan 1991
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Handle: RePEc:nbr:nberwo:3588

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  1. Alberto Bisin & Piero Gottardi, 2003. "Competitive Markets for Non-Exclusive Contracts with Adverse Selection: the Role of Entry Fees," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 313-338, April. [Downloadable!] (restricted)
  2. Alberto Bisin & Piero Gottardi & Adriano A. Rampini, 2004. "Managerial Hedging and Portfolio Monitoring," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  3. Bisin, Alberto & Gottardi, Piero, 1997. "General Competitive Analysis with Asymmetric Information," Working Papers 97-38, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    Other versions:
  4. Fredrik Andersson, 1999. "Uncertainty aversion in a simple insurance model," Finnish Economic Papers, Finnish Economic Association, vol. 12(1), pages 16-27, Spring. [Downloadable!]
  5. Richard J. Arnott & Joseph E. Stiglitz, 1990. "The Basic Analytics of Moral Hazard," NBER Working Papers 2484, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Alberto Bisin & Danilo Guaitoli, 1998. "Moral Hazard and Non-Exclusive Contracts," Economics Working Papers 345, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  7. Heski Bar-Isaac & Vicente Cuñat, 2005. "Long Term Debt with Hidden Borrowing," Economics Working Papers 803, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
  8. Hirschauer, Norbert & Zwoll, Stefan, 2006. "Understanding and Managing Behavioural Risks -The Case of Food Risks Caused by Malpractice in Poultry Production," Working Paper Series 10287, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]
  9. Norbert Hirschauer & Stefan Zwoll, 2008. "Understanding and managing behavioural risks: the case of malpractice in poultry production," European Journal of Law and Economics, Springer, vol. 26(1), pages 27-60, August. [Downloadable!] (restricted)
  10. Louis Kaplow, 1993. "Government Relief for Risk Associated with Government Action," NBER Working Papers 3006, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Richard Arnott & Chong-en Bai & Brian Sack, 1996. "Latent Policies: An Extended Example," Boston College Working Papers in Economics 353., Boston College Department of Economics. [Downloadable!]
  12. Bruce Hay & Kathryn E. Spier, 2004. "Manufacturer Liability for Harms Caused by Consumers to Others," NBER Working Papers 10972, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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