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Optimal insurance contracts with adverse selection and comonotonic background risk

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  • ALARY David
  • BIEN F.

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  • ALARY David & BIEN F., 2008. "Optimal insurance contracts with adverse selection and comonotonic background risk," LERNA Working Papers 08.06.250, LERNA, University of Toulouse.
    • Handle: RePEc:ler:wpaper:08.06.250
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    File URL: http://www2.toulouse.inra.fr/lerna/travaux/cahiers2008/08.06.250.pdf
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    References listed on IDEAS

    as
    1. Neil A. Doherty & Harris Schlesinger, 1990. "Rational Insurance Purchasing: Consideration of Contract Nonperformance," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 105(1), pages 243-253.
    2. Arthur Hau, 1999. "A Note on Insurance Coverage in Incomplete Markets," Southern Economic Journal, John Wiley & Sons, vol. 66(2), pages 433-441, October.
    3. Doherty, Neil A & Schlesinger, Harris, 1983. "The Optimal Deductible for an Insurance Policy When Initial Wealth Is Random," The Journal of Business, University of Chicago Press, vol. 56(4), pages 555-565, October.
    4. Michael Rothschild & Joseph Stiglitz, 1976. "Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(4), pages 629-649.
    5. Neil A. Doherty & Hong Joo Jung, 1993. "Adverse Selection When Loss Severities Differ: First-Best and Costly Equilibria," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 18(2), pages 173-182, December.
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