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Persistent link: https://www.econbiz.de/10010240608

Inference for large-scale linear systems with known coefficients

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Optimal Finite Horizon Contract with Limited Commitment

Jeon, Junkee - 2020

We study a finite horizon optimal contracting problem with limited commitment. A risk-neutral principal enters into an insurance contract with a risk-averse agent who receives a stochastic income stream and is unable to make commitment to keep the contract. This problem involves an infinite...

Persistent link: https://www.econbiz.de/10012832675

Optimal retirement and portfolio selection with consumption ratcheting

Jeon, Junkee; Park, Kyunghyun - In: Mathematics and financial economics 14 (2020) 3, pp. 353-397

Persistent link: https://www.econbiz.de/10012240299

Optimal finite horizon contract with limited commitment

Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematics and financial economics 16 (2022) 2, pp. 267-315

Persistent link: https://www.econbiz.de/10013167937