Moral hazard under ambiguity (Q1626505)

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Language	Label	Description	Also known as
English	Moral hazard under ambiguity	scientific article

Statements

scholarly article

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Moral hazard under ambiguity (English)

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zbMATH Open document ID

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10.1007/s10957-018-1230-8

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Thibaut Mastrolia

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Dylan Possamaï

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Journal of Optimization Theory and Applications

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publication date

27 November 2018

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full work available at URL

https://arxiv.org/abs/1511.03616

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

risk sharing

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moral hazard

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principal-agent

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second-order BSDEs

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volatility uncertainty

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Hamilton-Jacobi-Bellman-Isaacs PDEs

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MaRDI profile type

MaRDI publication profile

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Mathematics(1 entry)

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