Optimal contracts for agents with adverse selection

DOI10.1155/2020/9317019MaRDI QIDQ779104zbMATH OpenOpenAlexWikidataFDO

Authors D. Kharzeev

Publication date 21 July 2020

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/9317019

zbMATH Keywords

adverse selectionprincipal-agent modeloptimal contractsseparating equilibrium contract

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

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Cites work

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• Contracting theory with competitive interacting agents
• Convergence and approximation results for non-cooperative Bayesian games: Learning theorems
• Correlated Equilibrium as an Expression of Bayesian Rationality
• Equilibrium in a Reinsurance Market
• Optimal Contracts for Teams
• Optimal Labour Contracts under Asymmetric Information: An Introduction
• Optimal compensation with adverse selection and dynamic actions
• Optimal incentive contracts under relative income concerns
• Optimal incentive contracts with multiple agents
• Stochastic differential equations. An introduction with applications
• The first-order approach to the continuous-time principal-agent problem with exponential utility

Cited in

(17)

• Optimal incentive contracts under inequity aversion
• Contract withdrawals and equilibrium in competitive markets with adverse selection
• Solving an infinite horizon adverse selection model through finite policy graphs
• An adverse selection approach to power pricing
• Optimal retention in agency problems
• Ambiguity, optimism, and pessimism in adverse selection models
• Learning approximately optimal contracts
• Implementation of optimal contracts under adverse selection
• scientific article; zbMATH DE number 1882040 (Why is no real title available?)
• Optimal derivatives design for mean-variance agents under adverse selection
• On the existence of optimal contract mechanisms for incomplete information principal-agent models
• Optimal contracts with public ex post information
• Simple contracts with adverse selection and moral hazard
• Adverse selection and bilateral asymmetric information
• The role of the agent's outside options in principal-agent relationships
• Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients
• Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection

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