Risk allocation and financial intermediation

DOI10.1016/J.MATHSOCSCI.2022.09.004zbMATH Open1505.91367OpenAlexW4302009172MaRDI QIDQ2108767FDOQ2108767

Arnaud Goussebaïle

Publication date: 20 December 2022

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2022.09.004

Recommendations

• Financial intermediation and the welfare theorems in incomplete markets
• Financial intermediaries and markets.
• Allocation of risks and equilibrium in markets with finitely many traders
• Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation
• Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation

zbMATH Keywords

general equilibriuminsurancemarket completenessrisk allocationfinancial intermediationsecurities

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence of an Equilibrium for a Competitive Economy
• Equilibrium in a Reinsurance Market
• Markets for an Exchange Economy with Individual Risks
• Individual Risk and Mutual Insurance

Cited In (11)

• Risk pooling, intermediation efficiency, and the business cycle
• Risk sharing through financial markets with endogenous enforcement of trades
• Implementing efficient allocations in a model of financial intermediation
• Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation
• Financial intermediaries and markets.
• Pooling, pricing and trading of risks
• Risk neutrality regions
• Risk externalities: when financial imperfections are not the problem, but part of the solution
• How do Financial Intermediaries Create Value in Security Issues?*
• Preservation of risk in capital markets
• Speculation and Risk Sharing with New Financial Assets*

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