Risk-sharing and optimal contracts with large exogenous risks
Year of publication: |
2023
|
---|---|
Authors: | Martin, Jessica ; Villeneuve, Stéphane |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 1, p. 1-43
|
Subject: | Hamilton-Jacobi-Bellman equations | Principal-agent problems | Risk-sharing | Prinzipal-Agent-Theorie | Agency theory | Risiko | Risk | Vertragstheorie | Contract theory | Moral Hazard | Moral hazard | Risikomanagement | Risk management | Leistungsanreiz | Performance incentive | Vertrag | Contract |
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