26–27 mai 2016
Palais Brongniart, Paris, France
Salle Petit auditorium
The workshop celebrates the 20th anniversary of the publication of the Monique Jeanblanc and Albert Shiryaev influential paper ``Optimization of the flow of dividends’’ and brings together researchers who use stochastic control modeling in banking, corporate finance, contract theory, insurance.
Plus d'information sur le site de la chaire SCOR - IDEI.
Liste des communications
Luis H.R. Alvarez, « Singular Stochastic Control and Expected Supremum », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26–27 mai 2016, salle Palais Brongniart, Paris.
Jean-Paul Décamps, « Monique and Albert make Mathematicians and Economists happy! », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.
S. Gryglewicz, « Growth options, incentives, and pay-for-performance: theory and evidence », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.
Xin Guo, « Mean field games with singular controls, and applications », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.
Julien Hugonnier, « Bank capital, liquid reserves, and insolvency risk », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.
Nataliya Klimenko, « Aggregate bank capital and credit dynamics », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 27 mai 2016, salle Palais Brongniart, Paris.
Jostein Paulsen, « Optimal dividend policies for jump-diffusion processes under transaction costs », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 27 mai 2016, salle Palais Brongniart, Paris.
Sebastian Pfeil, « Delegated investment in a dynamic agency model », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.
Huyên Pham, « Control of stochastic McKean-Vlasov equation and financial applications », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.
Jean-Charles Rochet, « Jeanblanc and Shiryaev in general equilibrium : Insurance », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.
Stéphane Villeneuve, « A Jeanblanc-Shiryaev model under partial information », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 27 mai 2016, salle Palais Brongniart, Paris.
Mihail Zervos, « Renegotiation-proof financial contracting », Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, 26 mai 2016, salle Palais Brongniart, Paris.