Segmented risk sharing in a continuous-time setting

B-Tier
Journal: Economic Theory
Year: 2002
Volume: 20
Issue: 4
Pages: 645-675

Authors (2)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

Abstract

The economy we study is comprised of a continuum of individuals. Each has a stochastic endowment that evolves continuously and independently of all other individuals' endowment processes. Individuals are risk averse and would therefore like to insure their endowment processes. The mutual independence of their endowment processes makes it feasible for them to obtain this insurance by pooling their endowments. We investigate whether such a scheme would survive as an equilibrium in a noncooperative setting.

Technical Details

RePEc Handle
repec:spr:joecth:v:20:y:2002:i:4:p:645-675
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25