An equilibrium model of debt and bankruptcy
DOI10.1051/COCV/2016030zbMATH Open1353.49050OpenAlexW2412955872WikidataQ59263812 ScholiaQ59263812MaRDI QIDQ2835344FDOQ2835344
Authors: Alberto Bressan, Khai T. Nguyen 
Publication date: 2 December 2016
Published in: European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2016030
Recommendations
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Existence theories for optimal control problems involving ordinary differential equations (49J15) Applications of optimal control and differential games (49N90) General equilibrium theory (91B50)
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Cited In (20)
- Stochastic equilibrium solution for a debt management problem with currency devaluation
- A model of debt with bankruptcy risk and currency devaluation
- A game theoretical approach to the international debt overhang
- On preferences related party transactions, financial anomalies and the willingness to repay debt based on structural equation
- Title not available (Why is that?)
- Default and Renegotiation: A Dynamic Model of Debt
- Game-theoretic approach to bank loan repayment
- The Omega model: from bankruptcy to occupation times in the red
- Optimal strategies in a risky debt context
- Minimizing the repayment cost of federal student loans
- A system of first order Hamilton-Jacobi equations related to an optimal debt management problem
- Debt and Wage Negotiations: A Bankruptcy-Based Approach
- Optimal open-loop strategies in a debt management problem
- A Note on Bankruptcy Rules and Credit Constraints in Temporary Equilibrium
- SCREENING AS A UNIFIED THEORY OF DELINQUENCY, RENEGOTIATION, AND BANKRUPTCY
- Title not available (Why is that?)
- The vanishing viscosity limit for a system of H-J equations related to a debt management problem
- Unawareness and bankruptcy: a general equilibrium model
- A stochastic model of optimal debt management and bankruptcy
- Resort pricing and bankruptcy
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