Multidimensional skin in the game

DOI10.1016/j.jmateco.2021.102541zbMath1479.91426OpenAlexW3179168390WikidataQ122939152 ScholiaQ122939152MaRDI QIDQ2057262

Marc Gürtler, Florian Koch

Publication date: 9 December 2021

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2021.102541

zbMATH Keywords

regulationmoral hazardsecuritizationeffort sensitivity structuremultidimensional retention

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• Securitization and optimal retention under moral hazard
• Dynamic market for lemons with endogenous quality choice by the seller
• Signaling Games and Stable Equilibria