Escrow and clawback

DOI10.1137/21M1455619MaRDI QIDQ5868801zbMATH OpenOpenAlexFDO

Authors

Publication date 23 September 2022

Published in SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/21m1455619

zbMATH Keywords

clawbackdeferred compensationdynamic programmingoptimal investmentprincipal-agent

Mathematics Subject Classification ID

Dynamic programming (90C39) Principal-agent models (91B43) Financial networks (including contagion, systemic risk, regulation) (91G45) Financial applications of other theories (91G80)

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Cites work

• A Continuous-Time Version of the Principal–Agent Problem
• An Analysis of the Principal-Agent Problem
• Dynamic programming approach to principal-agent problems
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• On Repeated Moral Hazard with Discounting
• Repeated Moral Hazard
• Repeated Principal-Agent Games with Discounting

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