Screening procrastinators with automatiic-renewal contracts

Christophe Profeta () and Frédéric Vrins
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Christophe Profeta: Université d’Evry

No 2017031, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: This paper discusses the possibility to find and construct piecewise constant martingales, that is, martingales with piecewise constant sample paths evolving in a connected subset of R. After a brief review of standard possible techniques, we propose a c

Keywords: Martingales with jumps; Time changes; Last passage times (search for similar items in EconPapers)
Date: 2017-11-27
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:2017031

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