On Moral Hazard and Insurance

DOI10.2307/1884469zbMATH Open1254.91280OpenAlexW2152734002MaRDI QIDQ4898342FDOQ4898342

Authors: Steven Shavell 

Publication date: 1 January 2013

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1884469

Mathematics Subject Classification ID

Cited In (26)

• The principal-agent problem with adaptive players
• Ordering risks: expected utility theory versus Yaari's dual theory of risk
• A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS
• Liability sharing and the role of insurance for environmental accidents
• Joint optimization of transition rules and the premium scale in a bonus-malus system
• Repeated insurance contracts and moral hazard
• Quality, self-regulation, and competition: The case of insurance
• Regulation of a risk averse firm
• Moral hazard, risk seeking, and free riding
• Nonlinear incentive provision in Walrasian markets: a Cournot convergence approach
• Information, risk sharing, and incentives in agency problems
• An insurance theory based optimal cyber-insurance contract against moral hazard
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
• Optimal health insurance contract: is a deductible useful?
• Information processing in dynamic decision models. An insurance demand example
• Integrating travel delays, road safety, care, vehicle insurance and cost-benefit analysis of road capacity expansion in a unified framework
• Moral hazard in loss reduction and state-dependent utility
• Robust performance evaluation of independent agents
• Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
• Optimal sickness benefits in a principal-agent model
• Optimal reimbursement health insurance: An application of profit functions and Frischian demands
• Moral hazard, monitoring costs, and optimal government intervention
• The choice of trigger in an insurance linked security: the mortality risk case
• Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach
• Optimal penalties for repeat offenders -- the role of offence history
• Robust reinsurance and investment strategies under principal-agent framework

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