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Monopoly, non-linear pricing, and imperfect information: a reconsideration of the insurance market
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Szalay, Dezsö (2008) Monopoly, non-linear pricing, and imperfect information: a reconsideration of the insurance market. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.863).
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Official URL: http://www2.warwick.ac.uk/fac/soc/economics/resear...
Abstract
I reconsider Stiglitz's (1977) problem of monopolistic insurance with a continuum of types. Using a suitable transformation of control variables I obtain an analytical characterization of the optimal insurance policies. Closed form solutions and comparative statics results for special cases are provided.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | H Social Sciences > HG Finance | ||||
Divisions: | Faculty of Social Sciences > Economics | ||||
Library of Congress Subject Headings (LCSH): | Insurance -- Mathematics, Nonlinear pricing, Risk assessment -- Mathematical models, Competition | ||||
Series Name: | Warwick economic research papers | ||||
Publisher: | University of Warwick, Department of Economics | ||||
Place of Publication: | Coventry | ||||
Official Date: | 11 September 2008 | ||||
Dates: |
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Number: | No.863 | ||||
Number of Pages: | 22 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) |
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