Rearrangement inequalities in non-convex insurance models

被引：41
|
作者：
Carlier, G [1 ]
Dana, RA [1 ]
机构：
[1] Univ Paris 09, CEREMADE, UMR CNRS 7534, F-75775 Paris, France
来源：
JOURNAL OF MATHEMATICAL ECONOMICS | 2005年 / 41卷 / 4-5期
关键词：
rearrangement inequalities; supermodularity; Spence-Mirrlees condition; risk sharing problems;
D O I：
10.1016/j.jmateco.2004.12.004
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper provides an existence theorem for a class of infinite-dimensional non-convex problems arising in symmetric and asymmetric information models. Sufficient conditions for monotonicity of solutions are also given. The proofs are very simple and rely on rearrangement techniques and the concept of supermodularity. Several applications to insurance are given. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：483 / 503
页数：21
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