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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 profiles. As an example we discuss optimal insurance contracts.
Tobias Kippenberg, Alexey Tikan, Aleksandr Tusnin
Farhad Rachidi-Haeri, Hamidreza Karami
Victor Panaretos, Tomas Rubin, Tomas Masák