Risk-sharing and optimal contracts with large exogenous risks (Q6098176): Difference between revisions

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+Enlargement of Filtration with Finance in View
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+Large Risks, Limited Liability, and Dynamic Moral Hazard
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+Dynamic Contracting: Accidents Lead to Nonlinear Contracts
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+Optimal contracts in continuous-time models
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+Optimal compensation with hidden action and lump-sum payment in a continuous-time model
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+Dynamic programming approach to principal-agent problems
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+BSDEs with default jump
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+Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision
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+Aggregation and Linearity in the Provision of Intertemporal Incentives
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+Utility maximization in incomplete markets
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+UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH
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+Semi-martingales et grossissement d'une filtration
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+Mean-variance hedging on uncertain time horizon in a market with a jump
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+Random Horizon Principal-Agent Problems
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+The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
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+Applied stochastic control of jump diffusions
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+A mathematical treatment of bank monitoring incentives
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+Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
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+Pricing Via Utility Maximization and Entropy
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+A Continuous-Time Version of the Principal–Agent Problem
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+The first-order approach to the continuous-time principal-agent problem with exponential utility
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+On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility
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+On Repeated Moral Hazard with Discounting
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+Corporate insurance and managerial incentives
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+Persistent Private Information
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