Multivariate risk sharing and the derivation of individually rational Pareto optima
نویسندگان
چکیده
منابع مشابه
the study of practical and theoretical foundation of credit risk and its coverage
پس از بررسی هر کدام از فاکتورهای نوع صنعت, نوع ضمانت نامه, نرخ بهره , نرخ تورم, ریسک اعتباری کشورها, کارمزد, ریکاوری, gdp, پوشش و وثیقه بر ریسک اعتباری صندوق ضمانت صادرات ایران مشخص گردید که همه فاکتورها به استثنای ریسک اعتباری کشورها و کارمزد بقیه فاکتورها رابطه معناداری با ریسک اعتباری دارند در ضمن نرخ بهره , نرخ تورم, ریکاوری, و نوع صنعت و ریسک کشورها اثر عکس روی ریسک اعتباری داردو پوشش, وثی...
15 صفحه اولOutput Degeneracy of ex post Individually Rational Optima in a Matching Model of Money¤
I study optimal allocations in versions of the Trejos-Wright [1995] and Shi [1995] models with indivisible money and bounded individual holdings. The objective is expected discounted utility and the feasible set consists of all distributions of money holdings and trades in meetings which are mutually consistent and ex post individually rational. This problem is described in Deviatov and Wallace...
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ژورنال
عنوان ژورنال: Mathematical Social Sciences
سال: 2015
ISSN: 0165-4896
DOI: 10.1016/j.mathsocsci.2014.12.004