Rearrangement inequalities in non-convex insurance models

DOI10.1016/j.jmateco.2004.12.004zbMath1106.91038OpenAlexW2039595170MaRDI QIDQ2387404

Guillaume Carlier, Rose-Anne Dana

Publication date: 2 September 2005

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/5389

zbMATH Keywords

SupermodularitySpence-Mirrlees conditionRearrangement inequalitiesRisk sharing problems

Mathematics Subject Classification ID

Related Items (31)

Optimal risk sharing with background risk ⋮ Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance ⋮ Optimal insurance design with a bonus ⋮ Optimal measure preserving derivatives revisited ⋮ Optimal insurance under rank-dependent expected utility ⋮ Optimal insurance design under belief-dependent utility and ambiguity ⋮ Variance insurance contracts ⋮ Optimal insurance for a prudent decision maker under heterogeneous beliefs ⋮ Optimality of general reinsurance contracts under CTE risk measure ⋮ Optimal stopping under probability distortion ⋮ Optimal insurance with background risk: an analysis of general dependence structures ⋮ Optimal Reinsurance Design: A Mean-Variance Approach ⋮ Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities ⋮ ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY ⋮ Measure preserving derivatives and the pricing kernel puzzle ⋮ A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS ⋮ Co-monotonicity of optimal investments and the design of structured financial products ⋮ Differentiability properties of rank-linear utilities ⋮ ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” ⋮ OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY ⋮ Budget-constrained optimal insurance with belief heterogeneity ⋮ On the existence of a representative reinsurer under heterogeneous beliefs ⋮ OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES ⋮ Concave distortion risk minimizing reinsurance design under adverse selection ⋮ Multivariate comonotonicity ⋮ Reinsurance contract design with adverse selection ⋮ Optimal insurance with belief heterogeneity and incentive compatibility ⋮ Equimeasurable Rearrangements with Capacities ⋮ The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility ⋮ Vigilant measures of risk and the demand for contingent claims ⋮ Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nash equilibrium with strategic complementarities
• A necessary and sufficient condition for rationalizability in a quasilinear context
• Monopoly and product quality
• A general model of insurance under adverse selection
• Pareto efficient insurance contracts when the insurer's cost function is discontinuous
• Core of convex distortions of a probability.
• Sensitivity analysis of multisector optimal economic dynamics
• A Schur concave characterization of risk aversion for non-expected utility preferences
• Measure preserving transformations and rearrangements
• Existence and monotonicity of solutions to moral hazard problems
• Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities
• Pareto-optimal risk sharing with fixed costs per claim
• Equilibrium Points in Nonzero-Sum n-Person Submodular Games
• One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
• Inequalities for E k(X, Y) when the marginals are fixed
• Minimizing a Submodular Function on a Lattice
• Monotone Comparative Statics
• An Inequality for Rearrangements
• Inequalities: theory of majorization and its applications
• Extended Hardy-Littlewood inequalities and applications to the calculus of variations

This page was built for publication: Rearrangement inequalities in non-convex insurance models