The equilibrium allocation of diffusive and jump risks with heterogeneous agents

Journal of Economic Dynamics and Control

Volumn 29, Issue 9, 2005, Pages 1547-1576

  Dieckmann, Stephan ^a   Gallmeyer, Michael ^b  

^a ARIZONA STATE UNIVERSITY   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Excess uncertainty; General equilibrium; Heterogeneous agents; Insurance; Jump diffusion model; Pure exchange economy

Indexed keywords

EID: 23844501341     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2004.09.002     Document Type: Article

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