Existence and monotonicity of solutions to moral hazard problems

被引：14

作者：

Carlier, G ^{[1
]}

Dana, RA ^{[1
]}

机构：

[1] Univ Paris 09, CEREMADE, CNRS, UMR 7534, F-75775 Paris, France

来源：

JOURNAL OF MATHEMATICAL ECONOMICS | 2005年 / 41卷 / 07期

关键词：

moral hazard; first-order approach; Rearrangements; supermodularity;

D O I：

10.1016/j.jmateco.2004.08.002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper provides a method to prove existence of solutions to some moral hazard problems with infinite set of outcomes. The argument is based on the concept of nondecreasing rearrangement and on a supermodular version of Hardy-Littlewood's inequality. The method also provides qualitative properties of solutions. Both the cases of wage contracts and of insurance contracts are studied. (c) 2004 Elsevier B.V All rights reserved.

引用

页码：826 / 843

页数：18

共 50 条

[41] ON EXISTENCE OF FUNDAMENTAL SOLUTIONS OF BOUNDARY PROBLEMS
BARROSNE.J
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1970, 24 (01) : 75 - &
[42] Existence of solutions for vector optimization problems
Lee, GM
Kim, DS
Kuk, H
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1998, 220 (01) : 90 - 98
[43] On the existence of solutions of quasivariational inclusion problems
Tan, NX
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2004, 123 (03) : 619 - 638
[44] On the Existence of Solutions of Quasivariational Inclusion Problems
N. X. Tan
Journal of Optimization Theory and Applications, 2004, 123 : 619 - 638
[45] On the existence of solutions to quasivariational inclusion problems
Nguyen Xuan Hai
Phan Quoc Khanh
Nguyen Hong Quan
Journal of Global Optimization, 2009, 45 : 565 - 581
[46] Existence of Solutions to Some Equilibrium Problems
B. Djafari. Rouhani
E. Tarafdar
P. J. Watson
Journal of Optimization Theory and Applications, 2005, 126 : 97 - 107
[47] Existence of solutions of optimization problems and porosity
Zaslavski, AJ
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2001, 47 (02) : 1137 - 1147
[48] Existence of solutions in vector optimization problems
Sergienko, IV
Lebedeva, TT
Semenova, NV
CYBERNETICS AND SYSTEMS ANALYSIS, 2000, 36 (06) : 823 - 828
[49] Existence of solutions to some equilibrium problems
Rouhani, BD
Tarafdar, E
Watson, PJ
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2005, 126 (01) : 97 - 107
[50] ON THE EXISTENCE OF SOLUTIONS TO SOME SEMIMARTINGALE PROBLEMS
REBOLLEDO, R
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1980, 290 (18): : 843 - 846

← 1 2 3 4 5 →