3 papers
econ.TH2026
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 con…
q-fin.RM2026
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…
q-fin.RM2025
Subgame Perfect Nash Equilibria in Large Reinsurance Markets
Maria Andraos, Mario Ghossoub, Michael B. Zhu
We consider a model of a reinsurance market consisting of multiple insurers on the demand side and multiple reinsurers on the supply side, thereby providing a unifying framework an…