Dynamic costly state verification

B-Tier
Journal: Economic Theory
Year: 2005
Volume: 25
Issue: 4
Pages: 887-916

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I study a model of dynamic risk sharing with costly state verification (CSV). In the model, a risk neutral agent enters an infinitely repeated relationship with a risk averse agent. In each period, the risk averse agent receives a random income which is observed only by himself, unless the risk neutral agent engages in costly monitoring. I provide a set of characterizations for the optimal contract, and I show that CSV has interesting effects on the long run distribution of the agents’ expected utilities. Copyright Springer-Verlag Berlin/Heidelberg 2005

Technical Details

RePEc Handle
repec:spr:joecth:v:25:y:2005:i:4:p:887-916
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29