Stratégie de prix d’une société d’assurance non-vie

Eichel, Frédéric

doi:https://doi.org/10.7202/1056946ar

[1]. Akerlof, G. A., 1970, « The market for “lemons” : quality uncertainty and the market mechanism ». Quarterly Journal of Economics 74, 488-500.

Google Scholar 10.2307/1879431

[2]. Allais, M., 1953, « Le comportement de l’homme rationnel devant le risque, critique des postulats et axiomes de l’école américaine ». Econometrica 21, 503-546.

Google Scholar 10.2307/1907921

[3]. Ania, A., T. Tröger and A. Wambach, 2002, « An evolutionary analysis of insurance markets with adverse selection ». Games and Economic Behavior 40, 153-184.

Google Scholar 10.1016/S0899-8256(02)00002-7

[4]. Arnott, R. and J. E. Stiglitz, 1988, « Randomization with asymmetric information ». RAND Journal of Economics 19, 344-362.

Google Scholar 10.2307/2555661

[5]. Arnott, R. and J. E. Stiglitz, 1988, « The basic analytics of moral hazard ». Scandinavian Journal of Economics 90, 383-413.

Google Scholar 10.2307/3440315

[6]. Arrow, K. J., 1963, « Uncertainty and the welfare economics of medical care ». American Economic Review 53, 941-969.

Google Scholar 10.1080/03461238.1974.10408659

[7]. Arrow, K. J., 1974, « Optimal insurance and generalized deductibles ». Scandinavian Actuarial Journal 1, 1-42.

Google Scholar 10.2307/1909887

[8]. Arrow, K. J., 1974, « Essays in the Theory of Risk-Bearing ». Amsterdam and Oxford. North-Holland.

Google Scholar 10.2307/1911051

[9]. Borch, K., 1962, « Equilibrium in a reinsurance market ». Econometrica 30, 424-444.

Google Scholar 10.1016/0014-2921(94)90026-4

[10]. Borch, K., 1968, « The Economics of Uncertainty ». Princeton University Press.

Google Scholar 10.1086/262111

[11]. Borch, K., 1974, « The Mathematical Theory of Insurance ». Lexington books (Mass).

Google Scholar 10.1111/j.1756-2171.2006.tb00057.x

[12]. Borch, K., 1981, « Is regulation of insurance companies necessary ? » In : H. Göppl and R. Henn, eds. : Geld, Banken und Versicherungen, Vol. 2. Königstein, pp. 717-731.

Google Scholar 10.1007/s00199-010-0557-7

[13]. Champsaur, P. and J.-C. Rochet, 1989, « Multiproduct duopolists ». Econometrica 57, 533-557.

Google Scholar 10.1016/j.mathsocsci.2011.12.001

[14]. Chiappori, P. A., I. Macho, P. Rey and B. Salanié, 1994, « Repeated moral hazard : the role of memory, commitment and the access to credit markets ». European Economic Review 38, 1527-1553.

Google Scholar 10.1007/s00712-016-0473-9

[15]. Chiappori, P. A. and B. Salanié, 2000, « Testing for asymmetric information in insurance markets ». Journal of Political Economy 108, 56-78.

Google Scholar 10.1016/j.jmateco.2013.04.007

[16]. Chiappori, P. A., B. Jullien, B. Salanié and F. Salanié, 2006, « Asymmetric information in insurance : general testable implications ». RAND Journal of Economics 37(4), 783-798.

Google Scholar 10.1007/s11238-013-9353-8

[17]. Chiu, H., L. Eeckhoudt and B. Rey-Fournier, 2012, « On relative and partial risk attitudes : theory and implications ». Economic Theory, 50, 151-167.

Google Scholar 10.1057/gpp.1983.38

[18]. Courbage C. and B. Rey-Fournier, 2012, « Optimal prevention and other risks in a two-period model ». Mathematical Social Sciences 63, 213-217.

Google Scholar 10.2307/2297743

[19]. Courbage C. and B. Rey-Fournier, 2016, « On ambiguity apportionment ». Journal of Economics 18(3), 265-275.

Google Scholar 10.1086/261929

[20]. Debreu, G., 1959, « Theory of Value : An axiomatic analysis of general equilibrium ». Yale University Press, New Haven.

Google Scholar 10.2307/2938317

[21]. Denuit, M. and B. Rey-Fournier, 2013, « Another look at risk apportionment ». Journal of Mathematical Economics 49, 335-343.

Google Scholar 10.1016/0022-0531(75)90058-7

[22]. Denuit M. and B. Rey-Fournier, 2014, « Benchmark values for higher order coefficients of relative risk aversion ». Theory and Decision 76, 81-94.

Google Scholar 10.1016/0014-2921(87)90004-3

[23]. Diamond, P. and M. Rothschild, 1978, « Uncertainty in Economics, readings and exercises ». Academic Press.

Google Scholar 10.1016/0022-0531(72)90155-X

[24]. Dionne, G., 1983, « Adverse selection and repeated insurance contracts ». Les Cahiers de Genève 8, 316-332.

Google Scholar 10.2307/1913367

[25]. Dionne, G. and P. Lasserre, 1985, « Adverse selection, repeated insurance contracts and announcement strategy ». Review of Economic Studies 70, 719-723.

Google Scholar 10.1073/pnas.36.1.48

[26]. Dionne, G. and N. A. Doherty, 1994, « Adverse selection, commitment, and renegotiation : Extension to and evidence from insurance markets ». Journal of Political Economy 102, 209-235.

Google Scholar 10.2307/1907266

[27. Dionne, G., 2000, Handbook of Insurance. Kluwer.

Google Scholar 10.2307/1969529

[28]. Eichel, F., Gibart P. and E. Michel, 1986, « Forme juridique et distribution des assurances ». Groupe de travail et mémoire d’actuariat. ENSAE, Palaiseau.

Google Scholar 10.1007/978-94-010-0642-2_10

[29]. Fudenberg, D. and J. Tirole, 1990, « Moral hazard and renegotiation in agency contracts ». Econometrica 58, 1279-1319.

Google Scholar 10.1057/grir.2014.9

[30]. Hamel, S., 2007, « Prédiction de l’acte de résiliation de l’assuré et optimisation de la performance en assurance automobile particulier ». Mémoire d’actuariat. ENSAE, Palaiseau.

Google Scholar 10.1016/0022-0531(70)90038-4

[31]. Helpman, E. and J.-J. Laffont, 1975, « On moral hazard in general equilibrium theory ». Journal of Economic Theory 10, 8-23.

Google Scholar 10.1016/0022-0531(71)90034-2

[32]. Henriet, D. and J.-C. Rochet, 1987, « Some reflections on insurance pricing ». European Economic Review 31, 863-885.

Google Scholar 10.2307/1885326

[33]. Henriet, D. and J.-C. Rochet, 1988, « Equilibres et optima sur les marchés d’assurance : une illustration des phénomènes d’anti-sélection – Mélanges économiques en l’honneur d’Edmond Malinvaud », Economica-EHESS, Paris.

Google Scholar 10.2307/2296899

[34]. Henriet, D. and J.-C. Rochet, 1991, Microéconomie de l’assurance. Economica, Paris.

Google Scholar 10.1016/S0167-6296(99)00021-1

[35]. Laffont, J.-J., 1983, Cours de théorie microéconomique. Vol. 1 : Fondements de l’économie publique. Vol. 2 : Economie de l’incertain et de l’information. Economica, Paris.

Google Scholar 10.1111/j.0022-4367.2005.00119.x

[36]. Laffont, J.-J. and alii, 1986, Numéro spécial sur l’économie industrielle. Annales d’économie et de statistique, janvier-mars 1986.

Google Scholar 10.2307/253851

[37]. Laffont, J.-J., 1987, Le risque moral dans la relation de mandat. Revue économique.

Google Scholar 10.1016/0022-0531(77)90004-7

[38]. Malinvaud, E., 1972, « The allocation of individual risks in large markets ». Journal of Economic Theory 5, 312-328.

Google Scholar

[39]. Malinvaud, E., 1973, « Markets for an exchange economy with individual risks ». Econometrica 41, 393-410.

Google Scholar

[40]. Mimra, W. and A. Wambach, 2015, « Endogenous capital in the Rothschild-Stiglitz model ». Mimeo.

Google Scholar 10.1007/978-1-349-15248-3

[41]. Nash J., 1950, « Equilibrium points in n-person games ». PNAS 36 n°1.

Google Scholar 10.1017/S0515036100006036

[42]. Nash J., 1950, « The Bargaining Problem ». Econometrica 18, 155-162.

Google Scholar

[43]. Nash J., 1951, « Non-cooperative games ». Annals of Mathematics 54, 286-295.

Google Scholar

[44]. Picard, P., 2000, « Economic analysis of insurance fraud ». In : G. Dionne, ed. : Handbook of Insurance Economics. Boston, pp. 315-362.

Google Scholar

[45]. Picard, P., 2014, « Participating insurance contracts and the Rothschild-Stiglitz equilibrium puzzle ». Geneva Risk and Insurance Review 39, 153-175.

Google Scholar 10.1007/978-94-010-0642-2

[46]. Rey P. and J. Tirole, 1986, « The logic of vertical restraints ». Document de travail INSEE.

Google Scholar

[47]. Rothschild, M. and J. Stiglitz, 1970, « Increasing risk 1 : a definition ». Journal of Economic Theory 2, 225-243.

Google Scholar

[48]. Rothschild, M. and J. Stiglitz, 1971, « Increasing risk 2 : its economic consequences ». Journal of Economic Theory 3, 66-84.

Google Scholar

[49]. Rothschild, M. and J. Stiglitz, 1976, « Equilibrium in competitive insurance markets ». Quarterly Journal of Economics 11, 629-649.

Google Scholar

[50]. Stiglitz, J., 1977, « Monopoly, non-linear pricing and imperfect information : the insurance market ». Review of Economic Studies 44, 407-430.

Google Scholar

[51]. Strohmenger, R. and A. Wambach, 2000, « Adverse selection and categorical discrimination in the health insurance markets : The effects of genetic tests ». Journal of Health Economics 19(2), 197-218.

Google Scholar

[52]. Sülzle, K. and A. Wambach, 2005, « Insurance in a market for credence goods ». Journal of Risk and Insurance 72, 159-176.

Google Scholar 10.2307/3501509

[53]. Tirole, J., 1985, Concurrence imparfaite. Economica, Paris.

Google Scholar

[54]. Tirole, J., 1986, « Hierarchies and bureaucracies : on the role of collusion in organizations ». Journal of Law, Economics and Organization 2, 181-214.

Google Scholar

[55]. Von Neumann, J. and O. Morgenstern, 1944, 1947, 1953, Theory of Games and Economic Behavior. Harvard University Press.

Google Scholar

[56]. Wambach, A., 2000, « Introducing heterogeneity in the Rothschild– Stiglitz model ». Journal of Risk and Insurance 67, 579-591.

Google Scholar

[57]. Wilson, C., 1977, « A model of insurance markets with incomplete information ». Journal of Economic Theory 16, 176-207.

Google Scholar

Stratégie de prix d’une société d’assurance non-vie[Record]

Résumé

Abstract

Bibliographie

Abstracts

Résumé

Abstract

Appendices

Bibliographie

Citation Tools

Cite this article

Export the record for this article