Efficient risk sharing and separation

DOI10.1016/J.JET.2024.105849MaRDI QIDQ6564061zbMATH OpenFDO

Authors Árpád Ábrahám, Sarolta Laczó

Publication date 28 June 2024

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

Full work available at URL https://doi.org/10.1016/J.JET.2024.105849

zbMATH Keywords

dynamic contractsefficient separationlimited commitmentrisk sharing

Mathematics Subject Classification ID

Risk models (general) (91B05)

Recommendations

• Efficient risk sharing with limited commitment and storage
• Does risk sharing increase with risk aversion and risk when commitment is limited?
• Implications of Efficient Risk Sharing without Commitment
• Markov-perfect risk sharing, moral hazard and limited commitment
• Non-commitment and savings in dynamic risk-sharing contracts

Cites work

• Bubbles and Self-Enforcing Debt
• Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1
• Efficient risk sharing with limited commitment and storage
• Household Intertemporal Behaviour: A Collective Characterization and a Test of Commitment
• Implications of Efficient Risk Sharing without Commitment
• Informal Insurance Arrangements with Limited Commitment: Theory and Evidence from Village Economies
• International Business Cycles with Endogenous Incomplete Markets
• Monetary Union with Voluntary Participation1
• On the Theory of Infinitely Repeated Games with Discounting
• Recursive contracts
• Self-Enforcing Wage Contracts
• Take the short route: equilibrium default and debt maturity
• Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
• Trust in risk sharing: a double-edged sword

Cited in

(1)

• Trust in risk sharing: a double-edged sword

This page was built for publication: Efficient risk sharing and separation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6564061)