A continuous-time model of self-protection (Q2697501): Difference between revisions

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+On the minimal entropy martingale measure for Lévy processes
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+Prevention efforts, insurance demand and price incentives under coherent risk measures
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+Large Risks, Limited Liability, and Dynamic Moral Hazard
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+A BSDE-based approach for the optimal reinsurance problem under partial information
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+Optimal reinsurance-investment strategy for a dynamic contagion claim model
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+Dynamic Contracting: Accidents Lead to Nonlinear Contracts
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+Dynamic programming approach to principal-agent problems
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+Risk theory and reinsurance. Translated from the French by Urmie Ray
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+Optimal make–take fees for market making regulation
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+Decision Making and the Temporal Resolution of Uncertainty
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+Minimal entropy preserves the Lévy property: how and why
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+Bank monitoring incentives under moral hazard and adverse selection
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+Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE
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+Minimal entropy martingale measures of jump type price processes in incomplete assets markets
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+A mathematical treatment of bank monitoring incentives
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+Existence and uniqueness results for BSDE with jumps: the whole nine yards
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+A Continuous-Time Version of the Principal–Agent Problem
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