英文标题：
《Identification of Insurance Models with Multidimensional Screening》
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作者：
Gaurab Aryal, Isabelle Perrigne and Quang Vuong
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最新提交年份：
2016
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英文摘要：
This paper addresses the identification of insurance models with multidimensional screening where insurees have private information about their risk and risk aversion. The model includes a random damage and the possibility of several claims. Screening of insurees relies on their certainty equivalence. The paper then investigates how data availability on the number of offered coverages and reported claims affects the identification of the model primitives under four different scenarios. We show that the model structure is identified despite bunching due to multidimensional screening and/or a finite number of offered coverages. The observed number of claims plays a key role in the identification of the joint distribution of risk and risk aversion. In addition, the paper derives all the restrictions imposed by the model on observables. Our results are constructive with explicit equations for estimation and model testing.
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中文摘要：
本文讨论了多维筛选保险模型的识别问题，其中被保险人拥有关于其风险和风险规避的私人信息。该模型包括随机损坏和多个索赔的可能性。被保险人的筛选依赖于其确定性等价性。然后，本文研究了在四种不同情况下，提供的保险范围和报告的索赔数量的数据可用性如何影响模型原语的识别。我们表明，尽管由于多维筛选和/或有限数量的覆盖，模型结构仍然可以识别。观察到的索赔数量在识别风险和风险规避的联合分布中起着关键作用。此外，本文还推导了该模型对可观测物的所有限制条件。我们的结果与估算和模型测试的显式方程具有建设性。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Mathematical Finance 数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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