Aggregate fluctuations, interest rates, and repeated insurance under private information

DOI10.1016/0165-1889(94)90017-5zbMath0789.90018OpenAlexW2056902343MaRDI QIDQ5906475

Bart Taub

Publication date: 26 June 1994

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90017-5

zbMATH Keywords

interest ratesprivate informationoptimal insurancelending equilibria

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

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• Income fluctuation and asymmetric information: An example of a repeated principal-agent problem
• Repeated insurance contracts and moral hazard
• Spectral utility, Wiener-Hopf techniques, and rational expectations
• Dynamic consistency of insurance contracts under enforcement by exclusion
• On the Theory of Infinitely Repeated Games with Discounting
• The Optimum Quantity of Money in a Stochastic Economy
• Strategic Information Transmission
• Computing Multi-Period, Information-Constrained Optima
• On Efficient Distribution with Private Information
• Extension of Stokes series for flow in a circular boundary
• Debt Constrained Asset Markets
• International Lending with Moral Hazard and Risk of Repudiation

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