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Ural Mathematical Journal, 2016, Volume 2, Issue 2, Pages 87–107
DOI: https://doi.org/10.15826/umj.2016.2.007 (Mi umj23) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Optimal multiattribute screening

Thomas A. Weber

Chair of Operations, Economics and Strategy, Swiss Federal Institute of Technology, Lausanne, Switzerland
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DOI: https://doi.org/10.15826/umj.2016.2.007
Abstract: 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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Document Type: Article
Language: English
Citation: Thomas A. Weber, “Optimal multiattribute screening”, Ural Math. J., 2:2 (2016), 87–107
Citation in format AMSBIB
\Bibitem{Web16}
\by Thomas~A.~Weber
\paper Optimal multiattribute screening
\jour Ural Math. J.
\yr 2016
\vol 2
\issue 2
\pages 87--107
\mathnet{http://mi.mathnet.ru/umj23}
\crossref{https://doi.org/10.15826/umj.2016.2.007}
\zmath{https://zbmath.org/?q=an:1396.91212}
\elib{https://elibrary.ru/item.asp?id=27447888}
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  • https://www.mathnet.ru/eng/umj/v2/i2/p87
    • This publication is cited in the following 1 articles:
    1. Thomas A. Weber, “How to Market Smart Products: Design and Pricing for Sharing Markets”, Journal of Management Information Systems, 37:3 (2020), 631  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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