The equilibrium allocation of diffusive and jump risks with heterogeneous agents
type: Item
instance of: scholarly article
title: The equilibrium allocation of diffusive and jump risks with heterogeneous agents
zbMATH Open document ID: 1198.91159
author: Stephan Dieckmann
author: Michael Gallmeyer
publication date: 2008-11-25T00:00:00Z
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B54
zbMATH DE Number: 5373111
zbMATH Keywords: general equilibrium
zbMATH Keywords: pure exchange economy
zbMATH Keywords: jump-diffusion model
zbMATH Keywords: heterogeneous agents
zbMATH Keywords: excess uncertainty
zbMATH Keywords: insurance
MaRDI profile type: Publication
full work available at URL: j.jedc.2004.09.002
OpenAlex ID: W2094325119
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cites work: Q3996259
DOI: 10.1016/J.JEDC.2004.09.002
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 5373111