| 具有私人信息的道德风险的委托—代理人模型的合约分析 |
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| 引用本文： | 沈卉卉,万建平.具有私人信息的道德风险的委托—代理人模型的合约分析[J].应用数学,2005(Z1). |
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| 作者姓名： | 沈卉卉 万建平 |
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| 作者单位： | 华中科技大学数学系 华中科技大学数学系 湖北武汉 湖北武汉 |
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| 摘 要： | 本文对存在的不对称信息的环境下的具有私人信息道德风险的委托—代理人模型的合约问题进行了详细的讨论,并得出一些有新意的结论.此讨论问题的方法很值得推荐和推广,特别是在最优激励合同中,比如投资激励,管理机制中的激励,销售激励,保险激励等合同的设计,都可以借鉴此方法来研究和分析.
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| 关 键 词： | 风险道德 委托—代理模型 非对称信息 合约 Kuhn-Tucher条件 |
The Analysis of the Contract about Moral Hazard with Private Information in the Principal-agent Model |
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| SHEN Hui-hui,WAN Jian-ping.The Analysis of the Contract about Moral Hazard with Private Information in the Principal-agent Model[J].Mathematica Applicata,2005(Z1). |
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| Authors: | SHEN Hui-hui WAN Jian-ping |
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| Abstract: | In this paper,we go to discuss the question about the contract which is moral hazard with private information under the circumstance of asymmetric information between the principal and the agent in detail.And we conclude some meaningful results.This method of discussing the question is deserved commending and generalizing.Especially,in the best incentive contract,such as investment incentive,the incentive in the management and supervise mechanism,distribution incentive and insurance incentive,and so on,the design of these contracts also can use for reference this method to research and analyze. |
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| Keywords: | Moral hazard Principal-agent model Asymmetric information Contract Kuhn-tucher conditions |
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