Optimal multiattribute screening
Ural mathematical journal, Tome 2 (2016) no. 2, pp. 87-107 Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
Keywords: Asymmetric Information, Incentive Contracting, Maximum Principle, Nonlinear Pricing.
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Thomas A. Weber. Optimal multiattribute screening. Ural mathematical journal, Tome 2 (2016) no. 2, pp. 87-107. http://geodesic.mathdoc.fr/item/UMJ_2016_2_2_a7/

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