Risk externalities: When financial imperfections are not the problem, but part of the solution

B-Tier
Journal: Journal of Mathematical Economics
Year: 2018
Volume: 77
Issue: C
Pages: 87-100

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We model an economy with complete financial markets where one agent’s actions impose an externality on other agents by altering the probability distribution of their risks, and show that limiting the ability of that agent to diversify his risks creates incentives for him to internalize the welfare effects of his decisions, leading to a welfare improvement. Hence, in the presence of risk externalities, disturbing the functioning of perfect financial markets can be socially beneficial. An important implication is, for instance, that allowing oil companies to diversify their exploration risks may result in an inefficiently high risk of environmental catastrophes.

Technical Details

RePEc Handle
repec:eee:mateco:v:77:y:2018:i:c:p:87-100
Journal Field
Theory
Author Count
2
Added to Database
2026-01-24