Pareto efficient insurance contracts when the insurer's cost function is discontinuous

B-Tier
Journal: Economic Theory
Year: 2003
Volume: 21
Issue: 4
Pages: 871-893

Authors (2)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We consider the problem of efficient insurance contracts when the cost structure includes a fixed cost per claim. We prove existence of efficient insurance contracts and that the indemnity function in such contracts is non-decreasing in the damage. We further show that either there is no insurance, or the indemnity is positive for all losses, or efficient insurance contracts have a unique jump. We study variants of the model and provide a generalization to the case of non expected utilities. Our results are then applied to Townsend's model of deterministic auditing. Copyright Springer-Verlag Berlin Heidelberg 2003

Technical Details

RePEc Handle
repec:spr:joecth:v:21:y:2003:i:4:p:871-893
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25