An incomplete equilibrium with a stochastic annuity
Year of publication: |
2020
|
---|---|
Authors: | Weston, Kim ; Žitković, Gordan |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 2, p. 359-382
|
Subject: | Incomplete markets | Radner equilibrium | Annuity | BSDE | Systems of BSDEs | Unspanned income | Gleichgewichtsmodell | Equilibrium model | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | Gleichgewichtstheorie | Equilibrium theory | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision |
-
Differentiated annuities in a pooling equilibrium
Sheshinski, Eytan, (2006)
-
Existence of financial equilibria in continuous time with potentially complete markets
Riedel, Frank, (2013)
-
Equilibrium stability in open economy models
Bodenstein, Martin, (2013)
- More ...
-
Stability of utility maximization in nonequivalent markets
Weston, Kim, (2016)
-
Price impact equilibrium with transaction costs and TWAP trading
Noh, Eunjung, (2022)
-
Existence of a Radner equilibrium in a model with transaction costs
Weston, Kim, (2018)
- More ...