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Randomization with Asymmetric Information a Simplified Exposition

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Author Info
Richard Arnott
Joseph E. Stiglitz

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Abstract

A series of recent papers investigated the desirability of randomization of insurance contracts in the presence of moral hazard. All treat a continuum of possible outcomes, which tends to obscure the intuition. In this paper, we treat the two-outcome case, employing derivations which highlight the intuition. We also discuss randomization with adverse selection.

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Publisher Info
Paper provided by Queen's University, Department of Economics in its series Working Papers with number 594.

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Length: 15 pages
Date of creation: 1985
Date of revision:
Handle: RePEc:qed:wpaper:594

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  1. Steven Matthews & John Moore, 1985. "Monopoly Provision of Quality and Warranties: An Exploration in the Theory of Multidimensional Screening," Discussion Papers 661, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Other versions:
  2. Joseph E. Stiglitz, 1988. "Pareto Efficient and Optimal Taxation and the New New Welfare Economics," NBER Working Papers 2189, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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This page was last updated on 2008-11-13.


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