Extended Supplement to “Insurance and Inequality with Persistent Private Information”
Author
Abstract
Suggested Citation
DOI: 10.20955/wp.2025.012
Note: Extended supplement to Econometrica article: https://doi.org/10.3982/ECTA20404. Related working paper: https://doi.org/10.20955/wp.2018.020
Download full text from publisher
References listed on IDEAS
- Takashi Kamihigashi, 2014.
"Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 251-273, June.
- Takashi Kamihigashi, 2012. "Elementary Results on Solutions to the Bellman Equation of Dynamic Programming: Existence, Uniqueness, and Convergence," Discussion Paper Series DP2012-31, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi, 2013. "Elementary Results on Solutions to the Bellman Equation of Dynamic Programming:Existence, Uniqueness, and Convergence," Discussion Paper Series DP2013-35, Research Institute for Economics & Business Administration, Kobe University, revised Dec 2013.
- Federico Echenique, 2005.
"A short and constructive proof of Tarski’s fixed-point theorem,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 33(2), pages 215-218, June.
- Federico Echenique, 2003. "A Short And Constructive Proof of Tarski's Fixed-Point Theorem," GE, Growth, Math methods 0305001, University Library of Munich, Germany.
- Thomas, Jonathan & Worrall, Tim, 1990.
"Income fluctuation and asymmetric information: An example of a repeated principal-agent problem,"
Journal of Economic Theory, Elsevier, vol. 51(2), pages 367-390, August.
- J. Thomas & T. Worrall, 2010. "Income Fluctuations and Asymmetric Information: An Example of the Repeated Principal Agent Problem," Levine's Working Paper Archive 2077, David K. Levine.
- David M. Kreps, 1977. "Decision Problems with Expected Utility Criteria, II: Stationarity," Mathematics of Operations Research, INFORMS, vol. 2(3), pages 266-274, August.
- David M. Kreps, 1977. "Decision Problems with Expected Utility Critera, I: Upper and Lower Convergent Utility," Mathematics of Operations Research, INFORMS, vol. 2(1), pages 45-53, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Alex Bloedel & R. Vijay Krishna & Oksana Leukhina, 2018. "Insurance and Inequality with Persistent Private Information," Working Papers 2018-020, Federal Reserve Bank of St. Louis, revised 11 Aug 2024.
- Nicole Bäuerle & Anna Jaśkiewicz, 2024. "Markov decision processes with risk-sensitive criteria: an overview," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(1), pages 141-178, April.
- Amanda M. White & Pelin G. Canbolat, 2018. "Finite‐horizon Markov population decision chains with constant risk posture," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(8), pages 580-593, December.
- Peter A. Streufert, 2023.
"Dynamic Programming for Pure-Strategy Subgame Perfection in an Arbitrary Game,"
University of Western Ontario, Departmental Research Report Series
20233, University of Western Ontario, Department of Economics.
- Peter A. Streufert, 2023. "Dynamic Programming for Pure-Strategy Subgame Perfection in an Arbitrary Game," Papers 2302.03855, arXiv.org, revised Mar 2023.
- Roozbeh Hosseini & Larry E. Jones & Ali Shourideh, 2009.
"Risk Sharing, Inequality and Fertility,"
NBER Working Papers
15111, National Bureau of Economic Research, Inc.
- Larry E. Jones & Ali Shourideh & Roozbeh Hosseini, 2010. "Risk Sharing, Inequality, and Fertility," 2010 Meeting Papers 948, Society for Economic Dynamics.
- Roozbeh Hosseini & Larry E. Jones & Ali Shourideh, 2009. "Risk sharing, inequality, and fertility," Working Papers 674, Federal Reserve Bank of Minneapolis.
- Larry Jones & Ali Shourideh & Roozbeh Hosseini, 2009. "Risk Sharing, Inequality and Fertility," 2009 Meeting Papers 153, Society for Economic Dynamics.
- Andreas Pollak, 2008.
"Optimal Unemployment Insurance with Variable Skill Levels,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 164(4), pages 696-726, December.
- Andreas Pollak, 2004. "Optimal Unemployment Insurance with Variable Skill Levels," Labor and Demography 0409004, University Library of Munich, Germany.
- Horvath, Michal, 2012. "Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty," Economics Letters, Elsevier, vol. 117(1), pages 276-279.
- Sanktjohanser, Anna & Hörner, Johannes, 2022. "Too Much of A Good Thing?," TSE Working Papers 22-1327, Toulouse School of Economics (TSE).
- Agnieszka Wiszniewska-Matyszkiel & Rajani Singh, 2020. "When Inaccuracies in Value Functions Do Not Propagate on Optima and Equilibria," Mathematics, MDPI, vol. 8(7), pages 1-25, July.
- Müller, Christoph, 2020. "Robust implementation in weakly perfect Bayesian strategies," Journal of Economic Theory, Elsevier, vol. 189(C).
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008.
"Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence,"
Econometrica, Econometric Society, vol. 76(4), pages 679-725, July.
- Dubois, Pierre & Jullien, Bruno & Magnac, Thierry, 2005. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," IDEI Working Papers 351, Institut d'Économie Industrielle (IDEI), Toulouse, revised Dec 2007.
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008. "Formal and informal risk sharing in LDCs: theory and empirical evidence," Post-Print hal-02658650, HAL.
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CESifo Working Paper Series 2184, CESifo.
- Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2007. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers 6060, C.E.P.R. Discussion Papers.
- Dubois, Pierre & Jullien, Bruno & Magnac, Thierry, 2007. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," IZA Discussion Papers 2842, Institute of Labor Economics (IZA).
- Dubois, P. & Jullien, B. & Magnac, T., 2006. "Formal and informal risk sharing in LDCs : theory and empirical evidence," Economics Working Paper Archive (Toulouse) 200608, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse).
- Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers 6661, C.E.P.R. Discussion Papers.
- Manitra A. Rakotoarisoa, 2023. "Optimal mechanism of transfer payments to cost-varying firms," SN Business & Economics, Springer, vol. 3(11), pages 1-23, November.
- Tobias Laun, 2020.
"Optimal Social Insurance with Endogenous Health,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(2), pages 464-493, April.
- Laun, Tobias, 2012. "Optimal Social Insurance with Endogenous Health," SSE/EFI Working Paper Series in Economics and Finance 742, Stockholm School of Economics, revised 26 Mar 2013.
- Tobias Laun, 2012. "Optimal Social Insurance with Endogenous Health," 2012 Meeting Papers 438, Society for Economic Dynamics.
- Clausen, Andrew, 2013.
"Moral Hazard with Counterfeit Signals,"
SIRE Discussion Papers
2013-13, Scottish Institute for Research in Economics (SIRE).
- Andrew Clausen, 2013. "Moral Hazard with Counterfeit Signals," Edinburgh School of Economics Discussion Paper Series 225, Edinburgh School of Economics, University of Edinburgh.
- Espino, Emilio, 2005.
"On Ramsey's conjecture: efficient allocations in the neoclassical growth model with private information,"
Journal of Economic Theory, Elsevier, vol. 121(2), pages 192-213, April.
- Espino, Emilio, 2004. "On Ramsey's Conjecture: Efficient Allocations in the Neoclassical Growth Model with Private Information," Economics Series 154, Institute for Advanced Studies.
- Christopher Sleet, 2004. "Optimal Taxation with Private Government Information," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 1217-1239.
- Wang, Cheng, 2011.
"Termination of dynamic contracts in an equilibrium labor market model,"
Journal of Economic Theory, Elsevier, vol. 146(1), pages 74-110, January.
- Wang, Cheng, 2005. "Termination of Dynamic Contracts in an Equilibrium Labor Market Model," Staff General Research Papers Archive 12403, Iowa State University, Department of Economics.
- Cheng Wang, 2005. "Termination of Dynamic Contracts in an Equilibrium Labor Market Model," 2005 Meeting Papers 743, Society for Economic Dynamics.
- Curello, Gregorio & Sinander, Ludvig, 0. "Screening for breakthroughs," Theoretical Economics, Econometric Society.
- Ales, Laurence & Maziero, Pricila, 2016.
"Non-exclusive dynamic contracts, competition, and the limits of insurance,"
Journal of Economic Theory, Elsevier, vol. 166(C), pages 362-395.
- Laurence Ales & Pricila Maziero, "undated". "Non-exclusive Dynamic Contracts, Competition, and the Limits of Insurance," GSIA Working Papers 2010-E59, Carnegie Mellon University, Tepper School of Business.
- Pricila Maziero, 2009. "Non-Exclusive Dynamic Contracts, Competition, and the Limits of Insurance," 2009 Meeting Papers 509, Society for Economic Dynamics.
- Mikhail Golosov & Aleh Tsyvinski, 2007.
"Optimal Taxation with Endogenous Insurance Markets,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(2), pages 487-534.
- Tsyvinski, A. & Golosov, M., 2004. "Optimal Taxation with Endogenous Insurance Markets," 2004 Meeting Papers 124, Society for Economic Dynamics.
- Mikhail Golosov & Aleh Tsyvinski, 2006. "Optimal Taxation with Endogenous Insurance Markets," Levine's Bibliography 784828000000000445, UCLA Department of Economics.
- Mikhail Golosov & Aleh Tsyvinski, 2005. "Optimal Taxation with Endogenous Insurance Markets," NBER Working Papers 11185, National Bureau of Economic Research, Inc.
More about this item
Keywords
immiseration; insurance; inequality; backloaded incentives; recursive contracts; persistent private information;All these keywords.
JEL classification:
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D30 - Microeconomics - - Distribution - - - General
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedlwp:100057. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Scott St. Louis (email available below). General contact details of provider: https://edirc.repec.org/data/frbslus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.