Characterization of a risk sharing contract with one-sided commitment

DOI10.1016/j.jedc.2012.11.005zbMath1346.91164OpenAlexW2149097541MaRDI QIDQ318339

Yuzhe Zhang

Publication date: 5 October 2016

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/42820/1/MPRA_paper_42820.pdf

zbMATH Keywords

stopping timerisk sharinglimited commitmentvalue-function iteration

Mathematics Subject Classification ID

Heterogeneous agent models (91B69)

Related Items (3)

Optimal finite horizon contract with limited commitment ⋮ Robust contracts with one-sided commitment ⋮ A duality approach to continuous-time contracting problems with limited commitment

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