Investment and bilateral insurance

DOI10.1016/J.JET.2018.04.002zbMath1419.91359OpenAlexW2797285861MaRDI QIDQ1757575

Emilio Espino, Julian Kozlowski, Juan M. Sánchez

Publication date: 15 January 2019

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://s3.amazonaws.com/real.stlouisfed.org/wp/2013/2013-001.pdf

zbMATH Keywords

investmentcontractsprivate informationbilateral insurance

Mathematics Subject Classification ID

Related Items (1)

Repeated delegation

Cites Work

• Optimal growth with many consumers
• Termination of dynamic contracts in an equilibrium labor market model
• The dynamics of efficient asset trading with heterogeneous beliefs
• Income fluctuation and asymmetric information: An example of a repeated principal-agent problem
• Communication, commitment, and growth
• On Ramsey's conjecture: efficient allocations in the neoclassical growth model with private information
• Repeated moral hazard and recursive Lagrangeans
• Bank Runs, Deposit Insurance, and Liquidity
• On Repeated Moral Hazard with Discounting
• Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
• On Efficient Distribution with Private Information
• Why Doesn't Technology Flow From Rich to Poor Countries?
• Recursive Contracts
• Convex Analysis

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