A finite-life private-information theory of unsecured consumer debt

A-Tier
Journal: Journal of Economic Theory
Year: 2008
Volume: 142
Issue: 1
Pages: 149-177

Authors (3)

Chatterjee, Satyajit (not in RePEc) Corbae, Dean (not in RePEc) Ríos-Rull, José-Víctor (University of Pennsylvania)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We present a theory of unsecured consumer debt that does not rely on utility costs of default or on enforcement mechanisms that arise in repeated-interaction settings. The theory is based on private information about a person's type and on a person's incentive to signal his type to entities other than creditors. Specifically, debtors signal their low-risk status to insurers by avoiding default in credit markets. The signal is credible because in equilibrium people who repay are more likely to be the low-risk type and so receive better insurance terms. We explore two different mechanisms through which repayment behavior in the credit market can be positively correlated with low-risk status in the insurance market. Our theory is motivated in part by some facts regarding the role of credit scores in consumer credit and auto insurance markets.

Technical Details

RePEc Handle
repec:eee:jetheo:v:142:y:2008:i:1:p:149-177
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25