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Stable Risk Sharing

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Author Info
Jayasri Dutta, Kislaya Prasad

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Abstract

We evaluate the stability of risk-sharing contracts in the presence of moral hazard. Contracts are rules for sharing output among producers and affect the extent of private investments in production. Organizations, which are identified with the contracts they offer, compete for membership. Equilibrium displays co-ordination failure because potentially efficient contracts can fail to attract participants. We consider an environment where participants experiment, or make some mistakes in their choice and apply methods of evolutionary stability. We identify stable contracts, which survive competition against any other. Stable contracts need not be efficient. In addition to theoretical results, we use computational methods to examine two kinds of problems. First, we investigate the properties of the efficient and stable contracts. Second we simulate the evolution of organizations to examine behavior in the presence of small, positive amounts of noise.

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2001 with number 244.

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Date of creation: 01 Apr 2001
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Handle: RePEc:sce:scecf1:244

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Related research
Keywords: Organizations; Risk-sharing; Incentives; Stability; Evolution;

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Find related papers by JEL classification:
D2 - Microeconomics - - Production and Organizations
D8 - Microeconomics - - Information, Knowledge, and Uncertainty

Cited by:
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  1. Mary A. Burke & Kislaya Prasad, 2005. "Contracts with social multipliers," Working Papers 05-17, Federal Reserve Bank of Boston. [Downloadable!]
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This page was last updated on 2009-12-9.


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