Moral hazard with the (unlikely) possibility of catastrophes

DOI10.1016/J.ECONLET.2014.06.035zbMath1302.91197OpenAlexW3124315399MaRDI QIDQ485707

Ziemowit Bednarek, Pratish Patel

Publication date: 14 January 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.06.035

zbMATH Keywords

cumulantsskewnessmoral hazardoptimal contractrare disasters

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Heterogeneous agent models (91B69)

Cites Work

• Consumption-Based Asset Pricing with Higher Cumulants

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