Oana Lupascu-Stamate

affiliation not provided to SSRN

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On the fragility of mutual insurance arrangements

Number of pages: 37 Posted: 20 Mar 2021 Last Revised: 10 May 2022
Delia Coculescu, Oana Lupascu-Stamate and Gabriele Visentin
University of Zurich - Department of Banking and Finance, affiliation not provided to SSRN and University of Zurich - Institute of Mathematics
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Abstract:

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systemic risk, risk sharing, insurance, stochastic games in continuous time, inefficiencies of Nash equilibria, interbank lending.