Nonidentification of Insurance Models with Probability of Accidents

Gaurab Aryal (aryalg@bu.edu), Isabelle Perrigne and Quang Vuong

ANU Working Papers in Economics and Econometrics from Australian National University, College of Business and Economics, School of Economics

Abstract: In contrast to Aryal, Perrigne and Vuong (2009), this note shows that in an insurance model with multidimensional screening when only information on whether the insuree has been involved in some accident is available, the joint distribution of risk and risk aversion is not identified.

JEL-codes: C14 D82 D86 L62 (search for similar items in EconPapers)
Pages: 15 Pages
Date: 2011-08
New Economics Papers: this item is included in nep-cta, nep-ecm, nep-ias and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://www.cbe.anu.edu.au/researchpapers/econ/wp552.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:acb:cbeeco:2011-552

Access Statistics for this paper

More papers in ANU Working Papers in Economics and Econometrics from Australian National University, College of Business and Economics, School of Economics Contact information at EDIRC.
Bibliographic data for series maintained by (web.cbe@anu.edu.au).