The risk-sharing problem under limited liability constraints in a single-period model
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Publication:2046544
DOI10.1007/S10957-021-01861-8zbMath1470.91146arXiv2005.05147OpenAlexW3157763648MaRDI QIDQ2046544
Publication date: 18 August 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.05147
Existence of optimal solutions to problems involving randomness (49J55) Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)
Cites Work
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- Convex functional analysis
- Minimum payments and induced effort in moral hazard problems
- A Continuous-Time Version of the Principal–Agent Problem
- Existence of Optimal Mechanisms in Principal-Agent Problems
- Equilibrium in a Reinsurance Market
- Renegotiating moral hazard contracts under limited liability and monotonicity
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