Rearrangement inequalities in non convex insurance models
نویسندگان
چکیده
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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تاریخ انتشار 2004