3 citations · 8 across the 16 of their papers we have counts for
5 papers · 1 filter
Implementability in Insurance Markets with Adverse Selection
Maria Andraos, Mario Ghossoub
We consider an insurance market with hidden information, where the agent's type is private information and is drawn from an arbitrary type space. We study implementability of a col…
Dynamic Pareto Optima in Multi-Period Pure-Exchange Economies
Brandon Tam, Mario Ghossoub, Silvana M. Pesenti
We study a problem of optimal allocation in a discrete-time multi-period pure-exchange economy, where agents have preferences over stochastic endowment processes that are represent…
Betting under Common Beliefs: The Effect of Probability Weighting
Patrick Beissner, Tim Boonen, Mario Ghossoub
This paper examines the impact of introducing a Rank-Dependent Utility (RDU) agent into a von Neumann-Morgenstern (vNM) pure-exchange economy with no aggregate uncertainty. In the…
Stackelberg Equilibria in Monopoly Insurance Markets with Probability Weighting
Maria Andraos, Mario Ghossoub, Bin Li +1
We study Stackelberg Equilibria (Bowley optima) in a monopolistic centralized sequential-move insurance market, with a profit-maximizing insurer who sets premia using a distortion…
Incentive Pareto Efficiency in Monopoly Insurance Markets with Adverse Selection
Maria Andraos, Mario Ghossoub
We study a monopolistic insurance market with hidden information, where the agent's type is private information that is unobservable to the insurer, and it is drawn from a cont…