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Risk-sharing and optimal contracts with large exogenous risks - MaRDI portal

Risk-sharing and optimal contracts with large exogenous risks (Q6098176)

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scientific article; zbMATH DE number 7695041
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English
Risk-sharing and optimal contracts with large exogenous risks
scientific article; zbMATH DE number 7695041

    Statements

    title
    Risk-sharing and optimal contracts with large exogenous risks (English)
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    author
    Jessica Martin
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    Stéphane Villeneuve
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    publication date
    12 June 2023
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    zbMATH Keywords
    principal-agent problems
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    risk-sharing
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    Hamilton-Jacobi-Bellman equations
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91B43
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    91B41
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    91B05
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    zbMATH DE Number
    7695041
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    OpenAlex ID
    W4319869050
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