{"created":"2023-06-23T12:12:02.377066+00:00","id":9,"links":{},"metadata":{"_buckets":{"deposit":"dcee72a9-bd43-4350-b686-bd07e366ce97"},"_deposit":{"created_by":14,"id":"9","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"9"},"status":"published"},"_oai":{"id":"oai:iuj.repo.nii.ac.jp:00000009","sets":["1"]},"author_link":["8","12","9","10","11","7"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1999-10-01","bibliographicIssueDateType":"Issued"},"bibliographic_titles":[{},{"bibliographic_title":"Economics & Management Series","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"In a 1996 Econometrica paper, Cass, Chichilnisky, and Wu show in an endowment economy that mutual insurance and securities contingent on aggregate states support optimal risk-sharing. We extend their result to a model with production in which risk is endogenous and beliefs about the aggregate state vary across individuals. We use the model to interpret the role of new securities that are contingent on measures of total damage from natural catastrophes. Plausible special cases of the model predict the trade pattern in such securities across diverse regions and predict that such securities will not represent actuarially fair gambles.","subitem_description_type":"Abstract"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Braun, Anton R."}],"nameIdentifiers":[{"nameIdentifier":"7","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Todd, Richard M."}],"nameIdentifiers":[{"nameIdentifier":"8","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Wallace, Neil"}],"nameIdentifiers":[{"nameIdentifier":"9","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Braun, Anton R.","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"10","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Todd, Richard M.","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"11","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Wallace, Neil","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"12","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-01-23"}],"displaytype":"detail","filename":"EMS_1999_01.pdf","filesize":[{"value":"100.2 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"EMS_1999_01","url":"https://iuj.repo.nii.ac.jp/record/9/files/EMS_1999_01.pdf"},"version_id":"51a7f85c-9f54-445d-8a51-0ceadd6e0f4d"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Mutual insurance","subitem_subject_scheme":"Other"},{"subitem_subject":"risk sharing","subitem_subject_scheme":"Other"},{"subitem_subject":"general equilibrium","subitem_subject_scheme":"Other"},{"subitem_subject":"damage","subitem_subject_scheme":"Other"},{"subitem_subject":"contingent securities","subitem_subject_scheme":"Other"},{"subitem_subject":"Mutual insurance","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"risk sharing","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"general equilibrium","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"damage","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"contingent securities","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"A General Equilibrium Interpretation of Damage Contingent Securities","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A General Equilibrium Interpretation of Damage Contingent Securities"},{"subitem_title":"A General Equilibrium Interpretation of Damage Contingent Securities","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"14","path":["1"],"pubdate":{"attribute_name":"公開日","attribute_value":"1999-10-01"},"publish_date":"1999-10-01","publish_status":"0","recid":"9","relation_version_is_last":true,"title":["A General Equilibrium Interpretation of Damage Contingent Securities"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2023-06-23T12:32:09.912844+00:00"}