Existence and monotonicity of solutions to moral hazard problems

DOI10.1016/J.JMATECO.2004.08.002MaRDI QIDQ2581789zbMATH OpenOpenAlexFDO

Authors Guillaume Carlier, R. A. Dana

Publication date 10 January 2006

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://basepub.dauphine.fr/handle/123456789/5371

zbMATH Keywords

First-order approachRearrangementsSupermodularity

Mathematics Subject Classification ID

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Cites work

• An Analysis of the Principal-Agent Problem
• An Inequality for Rearrangements
• scientific article; zbMATH DE number 193053 (Why is no real title available?)
• scientific article; zbMATH DE number 3109574 (Why is no real title available?)
• Justifying the First-Order Approach to Principal-Agent Problems
• On the existence of optimal contract mechanisms for incomplete information principal-agent models
• Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection
• The existence of optimal contracts in the principal-agent model
• The First-Order Approach to Principal-Agent Problems

Cited in

(16)

• A principal-agent problem with heterogeneous demand distributions for a carbon capture and storage system
• Moral hazard with non-additive uncertainty: when are actions implementable?
• Moral hazard with limited liability: random-variable formulation and optimal contract structures
• The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility
• Rearrangement inequalities in non-convex insurance models
• Existence and non-existence in the moral hazard problem
• Quantifying the social welfare loss in moral hazard models
• Moral hazard with a finite number of states
• Stochastic programming perspective on the agency problems under uncertainty
• Monotonicity of optimal contracts without the first-order approach
• Optimal insurance design under rank-dependent expected utility
• Equimeasurable rearrangements with capacities
• The existence of an optimal deterministic contract in moral hazard problems
• Principal-multiagents problem under equivalent changes of measure: general study and an existence result
• Randomisation with moral hazard: a path to existence of optimal contracts
• Moral hazard with bounded payments

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