The mathematics of principal-agent problem with adverse selection

zbMATH Open1316.91021MaRDI QIDQ5263662FDOQ5263662

Authors: Mojdeh Shadnam 

Publication date: 17 July 2015

Full work available at URL: http://euclid.trentu.ca/aejm/V6N1/Mojdeh.V6N1.pdf

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zbMATH Keywords

adverse selectionincentive compatibilityprincipal-agent problemSpence Mirrlees condition

Mathematics Subject Classification ID

Heterogeneous agent models (91B69)

Cited In (8)

• A general existence result for the principal-agent problem with adverse selection
• A necessary optimality condition in two-dimensional screening
• Optimal derivatives design for mean-variance agents under adverse selection
• Adverse selection problems without the Spence-Mirrlees condition
• A duality and free boundary approach to adverse selection
• Corrigendum to: ``Adverse selection without single crossing: monotone solutions
• Existence of solutions to principal-agent problems with adverse selection under minimal assumptions
• Principals competing for an agent in the presence of adverse selection and moral hazard

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