premium for full coverage
Make the cheaper offer.
Both buyers begin in one actuarially fair full-insurance pool. The offer does not label either person. Each moves only if the expected utility shown in the ledger is larger.
premium, with ... indemnity
The pool is waiting. Both types hold the original contract.
| Buyer | Original EU | Rival EU | Rival minus original | Rival profit | Choice |
|---|---|---|---|---|---|
| Low risk | ... | ... | ... | ... | ... |
| High risk | ... | ... | ... | ... | ... |
EU(p,a,I) = (1-p)u(W-a) + p u(W-d-a+I). Insurer profit is a-pI. The premium jump is one repricing after composition changes, not an iterated death spiral.
Can the only possible separation survive?
The 1976 result is stronger than one cream-skimming offer. The browser first solves the incentive-compatible separating pair, then searches the bounded contract plane for a pooling deviation that both types prefer and that earns a profit.
The low-risk contract stays on its own fair-odds line and moves toward less coverage until the high-risk type is exactly indifferent. A deviation counts only if both types strictly prefer it. When no profitable deviation is found, that is a result inside the declared search domain, not a theorem about contracts outside it.
The check
These are not three copies of one calculation. One route counts a finite population, one reproduces the paper's fair-odds and incentive-compatibility geometry, and one feeds the chooser a deliberately corrupted type. The offline verifier repeats the work with separate code and sweeps the controls.
Free choices and limits
- One period, two privately known accident probabilities, identical wealth and loss, concave utility, risk-neutral competitive insurers, diversifiable losses, no costs, no moral hazard.
- Contracts are exclusive and limited to nonnegative premiums and indemnities no larger than the loss. Both state consumptions must remain positive.
- The deviation search uses a dense indemnity grid, then a local refinement and bisection for willingness-to-pay. The offline verifier uses a different nested exhaustive grid and analytic utility inversions.
- Changing the utility selector changes the separating contract and survival boundary. It does not change fair premiums or the layer-one chooser split for the three utilities offered.
- This models adverse selection, private information about risk before purchase. It does not model moral hazard, behavior changed by coverage.
Sources and uncertainty
- Rothschild and Stiglitz, 1976: expected utility, fair-odds lines, the only possible separating pair, and possible nonexistence.
- Stiglitz, Yun and Kosenko, 2017: why exclusivity and information about multiple purchases matter.
- No empirical market estimate appears here. All displayed magnitudes are outputs of the declared parameters. The exact population boundary is numerical and model-specific.
- Method, sources and rerun instructions.