Rearrangement inequalities in non-convex insurance models
نویسندگان
چکیده
منابع مشابه
Rearrangement inequalities in non convex insurance models
This paper is motivated by a large variety of convex or non convex problems arising in symmetric and asymmetric information models. An existence theorem is proven, based on a supermodular version of Hardy-Littlewood’s rearrangement inequalities. Sufficient conditions for monotonicity of optimal solutions are provided. Several applications to insurance are given.
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ژورنال
عنوان ژورنال: Journal of Mathematical Economics
سال: 2005
ISSN: 0304-4068
DOI: 10.1016/j.jmateco.2004.12.004