On optimality in intergenerational risk sharing
From MaRDI portal
Recommendations
- On the interaction between risk sharing and capital accumulation in a stochastic OLG model with production
- Optimality in stochastic OLG models: theory for tests
- Conditional Pareto optimality of stationary equilibrium in a stochastic overlapping generations model
- Stationary Pareto optimality of stochastic asset equilibria with overlapping generations
- Stochastic OLG models, market structure, and optimality
Cited in
(19)- Bubbly Markov equilibria
- Short sales, destruction of resources, welfare
- Endogenous market incompleteness without market frictions: dynamic suboptimality of competitive equilibrium in multiperiod overlapping generations economies
- Introduction to general equilibrium
- On the role of labor supply for the optimal size of social security
- Intergenerational redistribution and risk sharing with changing longevity
- A goal-focusing approach to analysis of intergenerational transfers of income
- Debt and welfare in economies with land
- Introduction to the special issue on models of debt and debt crises
- On the optimal size of social security in the presence of a stock market
- The unit root property and optimality: A simple proof
- On the interaction between risk sharing and capital accumulation in a stochastic OLG model with production
- Social security and risk sharing
- Intergenerational Altruism, Dynastic Equilibria and Social Welfare
- Dividend paying assets, the unit root property, and suboptimality
- Indeterminacy in stochastic overlapping generations models: real effects in the long run
- Golden rule optimality in stochastic OLG economies
- Optimality in stochastic OLG models: theory for tests
- Intergenerational contracts and their decomposition
This page was built for publication: On optimality in intergenerational risk sharing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1865191)
