Short communication: Radner equilibrium with population growth

DOI10.1137/24M1708644MaRDI QIDQ6948697zbMATH OpenFDO

Authors Jin Hyuk Choi, Kim Weston

Publication date 5 August 2025

Published in SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1708644

zbMATH Keywords

incompletenessPoisson processpopulation changesRadner equilibrium

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Special types of economic equilibria (91B52) Financial markets (91G15)

Cites work

• An incomplete equilibrium with a stochastic annuity
• Equilibrium in securities markets with heterogeneous investors and unspanned income risk
• Implementation in Economies with a Continuum of Agents
• Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
• Incomplete stochastic equilibria with exponential utilities close to Pareto optimality
• Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
• Radner equilibrium in incomplete Lévy models
• Taylor approximation of incomplete Radner equilibrium models
• The overlapping-generations model. I: The case of pure exchange without money

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