May 26–27, 2016
Palais Brongniart, Paris, France
Room 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.
More information on chair SCOR - IDEI website.
List of communications
Luis H.R. Alvarez, “Singular Stochastic Control and Expected Supremum”, Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, May 26–27, 2016, room 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, May 26, 2016, room 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, May 26, 2016, room 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, May 26, 2016, room 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, May 26, 2016, room Palais Brongniart, Paris.
Nataliya Klimenko, “Aggregate bank capital and credit dynamics”, Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, May 27, 2016, room 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, May 27, 2016, room 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, May 26, 2016, room 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, May 26, 2016, room 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, May 26, 2016, room 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, May 27, 2016, room Palais Brongniart, Paris.
Mihail Zervos, “Renegotiation-proof financial contracting”, Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, May 26, 2016, room Palais Brongniart, Paris.