In contrast to Aryal, Perrigne and Vuong (2009), this note shows that in an insurance model with multidimensional screening when only information on whether the insuree has been involved in some accident is available, the joint distribution of risk and risk aversion is not identified.

In this paper we address the identification and estimation of insurance models where insurees have private information about their risk and risk aversion. The model includes random damage and allows for several claims, while insurees choose from a finite number of coverages. We show that the...