The Risk-Sharing Problem Under Limited Liability Constraints in a Single-Period Model

Author:

Martin Jessica

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference23 articles.

1. Borch, K.: Equilibrium in a reinsurance market. Econometrica 30(3), 424–444 (1962)

2. Brezis, H.: Functional Analysis, Sobolev Spaces and Partial Differential Equations. Springer, Berlin (2011)

3. Cvitanić, J., Zhang, J.: Contract Theory in Continuous-Time Models. Springer, Berlin (2013)

4. Dewatripont, M., Matthews, S.A., Legros, P.: Moral Hazard and Capital Structure Dynamics. J. Eur. Econ. Assoc. 1(4), 890–930 (2003)

5. Friend, I., Blume, M.: The Demand for Risky Assets. Am. Econ. Rev. 65(5), 900–922 (1975)

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