ISSN: 2310-757X
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http://elar.urfu.ru/handle/10995/93149| Название: | Optimal Multiattribute Screening |
| Авторы: | Weber, T. A. |
| Дата публикации: | 2016 |
| Издатель: | N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of Russian Academy of Sciences Ural Federal University named after the first President of Russia B.N. Yeltsin |
| Библиографическое описание: | Weber T. A. Optimal Multiattribute Screening / T. A. Weber. — DOI 10.15826/umj.2016.2.007. — Text : electronic // Ural Mathematical Journal. — 2016. — Volume 2. — № 2. — P. 87-107. |
| Аннотация: | We provide a technique for constructing optimal multiattribute screening contracts in a general setting with one-dimensional types based on necessary optimality conditions. Our approach allows for type-dependent participation constraints and arbitrary risk proles. As an example we discuss optimal insurance contracts. |
| Ключевые слова: | ASYMMETRIC INFORMATION INCENTIVE CONTRACTING MAXIMUM PRINCIPLE NONLINEAR PRICING |
| URI: | http://elar.urfu.ru/handle/10995/93149 |
| Условия доступа: | Creative Commons Attribution License |
| Текст лицензии: | https://creativecommons.org/licenses/by/4.0/ |
| ISSN: | 2414-3952 |
| DOI: | 10.15826/umj.2016.2.007 |
| Сведения о поддержке: | This paper was presented as a plenary lecture in October 2016 in Ekaterinburg, at the International Conference on "Systems Analysis: Modeling and Control" in memory of Academician Arkady Kryazhimskiy. The author would like to thank Sergey Aseev and Arkardy Kryazhimskiy, as well as participants of the 2015 INFORMS Annual Meeting in Philadelphia and the 5th International Conference on Continuous Optimization (ICCOPT 2016) in Tokyo, for helpful discussions on related research. A number of very useful comments by ananonymous referee, Ksenia Melnikova, and participants of the 2016 International Conference on "System Analysis: Modeling and Control" in Yekaterinburg are gratefully acknowledged. This paper is dedicated to the memory of Academician Arkady Kryazhimskiy, an outstanding researcher and very kind individual, who will be missed. |
| Источники: | Ural Mathematical Journal. 2016. Volume 2. № 2 |
| Располагается в коллекциях: | Ural Mathematical Journal |
Файлы этого ресурса:
| Файл | Описание | Размер | Формат | |
|---|---|---|---|---|
| umj_2016_2_2_87-107.pdf | 198 kB | Adobe PDF | Просмотреть/Открыть |
Лицензия на ресурс: Лицензия Creative Commons
