Segmented risk sharing in a continuous-time setting.

DOI10.1007/S001990100230zbMath1037.91061OpenAlexW3122617925MaRDI QIDQ1852654

Bart Taub, Hector Chade

Publication date: 2002

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990100230

zbMATH Keywords

equilibriumrisk sharinglimited enforcementcontinuum of individualscontinuous-time methods

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (2)

Exit problems in regime-switching models ⋮ Stable coalitions in a continuous-time model of risk sharing

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