Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present

DOI10.1016/j.spl.2018.01.014zbMath1397.91331arXiv1801.04080OpenAlexW2783622357MaRDI QIDQ1640935

Natalie Packham

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.04080

zbMATH Keywords

stochastic controlstochastic processcontract designprincipal-agent modeling

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• The first-order approach to the continuous-time principal-agent problem with exponential utility
• Participation constraints in adverse selection models
• Aggregation and Linearity in the Provision of Intertemporal Incentives

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