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Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps

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Robust and Pareto optimality of insurance contracts

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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity

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Optimal insurance contract specification in the upstream sector of the oil and gas industry

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A general Lagrangian approach for non-concave moral hazard problems

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The first-order approach to the continuous-time principal-agent problem with exponential utility

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Bonus-malus system or partial coverage to oppose moral hazard problems?

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A primer on moral-hazard models

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Computing Moral Hazard Problems Using the Dantzig-Wolfe Decomposition Algorithm

Prescott, Edward Simpson - 2012

Linear programming is an important method for computing solutions to private information problems. The method is applicable for arbitrary specifications of the references and technology. Unfortunately, as the cardinality of underlying sets increases the programs quickly become too large to...

Persistent link: https://www.econbiz.de/10013102605