The principal-agent problem with smooth ambiguity

DOI10.1007/S10058-017-0198-4zbMath1422.91195OpenAlexW2587031767WikidataQ59614431 ScholiaQ59614431MaRDI QIDQ2318119

Christian Kellner

Publication date: 13 August 2019

Published in: Review of Economic Design (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10058-017-0198-4

zbMATH Keywords

moral hazardambiguity aversionoptimal contract

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution

Cites Work

• Knightian uncertainty and moral hazard
• Tournaments as a response to ambiguity aversion in incentive contracts
• Maxmin expected utility with non-unique prior
• Ordering ambiguous acts
• Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
• Risk, Ambiguity, and the Savage Axioms
• A Paradox for the Smooth Ambiguity Model of Preference
• The Design of Ambiguous Mechanisms
• Vector Expected Utility and Attitudes Toward Variation
• Subjective Probability and Expected Utility without Additivity
• An Analysis of the Principal-Agent Problem
• Mechanism Design With Ambiguous Communication Devices
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• A Smooth Model of Decision Making under Ambiguity

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