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- W134562664 abstract "This article presents a novel computational approach to solving models with both uninsurable idiosyncratic and aggregate risk that uses projection methods, simulation and perturbation. The approach is shown to be both as efficient and as accurate as existing methods on a model based on Krusell and Smith (1998), for which prior solutions exist. The approach has the advantage of extending straightforwardly, and with reasonable computational cost, to models with a greater range of diversity between agents, which is demonstrated by solving both a model with heterogeneity in discount-rates and a lifecycle model with incomplete markets." @default.
- W134562664 created "2016-06-24" @default.
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- W134562664 date "2013-02-01" @default.
- W134562664 modified "2023-09-27" @default.
- W134562664 title "Solving incomplete markets models by derivative aggregation" @default.
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