Assurance automobile et sélection adverse dans un modèle de Choquet

Pascal Toquebeuf

Revue économique, 2013, vol. 64, issue 4, 651-664

Abstract: The article studies adverse selection in the context of insurance demand for a rent car when the decision criterion is a Choquet expectation. Our approach of integrating information to the insurance decision is able to implement a backward induction procedure to determine the optimal action undertaken ex ante. It allows to obtain the same conclusion than the bayesian model. However, the role of ambiguity may be take into account since we use capacities, rather than probabilities, to represent individual?s beliefs. If the decision maker is ambiguity averse, she overweights the information if an accident has occurred at the first stage and under-weights it in the opposite case. Classification JEL : D81, D82, G22

JEL-codes: D81 D82 G22 (search for similar items in EconPapers)
Date: 2013
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