Sovereign Insurance and Program Design : What is Optimal for the Sovereign? /

The design of the optimal sovereign insurance contract is analyzed when: the sovereign chooses the contract; effort is not contractible; shocks are of uncertain magnitude; the sovereign can save; and the sovereign can default. Under these conditions: i) an ex ante premium leads to higher coverage; i...

Ամբողջական նկարագրություն

Մատենագիտական մանրամասներ
Հիմնական հեղինակ: Messmacher, Miguel
Ձևաչափ: Ամսագիր
Լեզու:English
Հրապարակվել է: Washington, D.C. : International Monetary Fund, 2006.
Շարք:IMF Working Papers; Working Paper ; No. 2006/064
Առցանց հասանելիություն:Full text available on IMF
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245 1 0 |a Sovereign Insurance and Program Design :   |b What is Optimal for the Sovereign? /  |c Miguel Messmacher. 
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490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a The design of the optimal sovereign insurance contract is analyzed when: the sovereign chooses the contract; effort is not contractible; shocks are of uncertain magnitude; the sovereign can save; and the sovereign can default. Under these conditions: i) an ex ante premium leads to higher coverage; ii) the premium increases with the sovereign's incentive to take risks; iii) a deductible is chosen to limit moral hazard; iv) the deductible-to-support ratio is decreasing with the size of the realized shock; and v) the change in the choice of savings when insurance is available is ambiguous, as there is a trade-off between inducing higher effort and increasing the likelihood of default. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2006/064 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2006/064/001.2006.issue-064-en.xml  |z IMF e-Library