Incentive efficient risk sharing in a settlement mechanism

DOI10.1016/J.JET.2007.01.015MaRDI QIDQ951008zbMATH OpenOpenAlexFDO

Authors Hiroshi Fujiki, Edward J. Green, Akira Yamazaki

Publication date 29 October 2008

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

Full work available at URL https://doi.org/10.1016/j.jet.2007.01.015

zbMATH Keywords

risksettlement

Mathematics Subject Classification ID

Trade models (91B60)

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Cites work

• scientific article; zbMATH DE number 49749 (Why is no real title available?)
• Cooperative extensions of the Bayesian game.
• Differential information economies: Introduction
• Incentives and the core of an exchange economy: a survey.

Cited in

(7)

• An analysis of settlement risk contagion in alternative securities settlement architectures
• A dynamic model of settlement
• Payments systems design in deterministic and private information environments
• Improving Risk Sharing and Borrower Incentives in Mortgage Design
• scientific article; zbMATH DE number 1488120 (Why is no real title available?)
• Stable risk-sharing
• Introduction to monetary and macro economics

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