Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851): Difference between revisions

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Property / author: Shu-Min Chen / rank
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Property / author: Shu-Min Chen / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.02.009 / rank
 
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Property / OpenAlex ID: W2594791375 / rank
 
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Latest revision as of 20:40, 13 July 2024

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Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
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    Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (English)
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    24 May 2017
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    time-inconsistent preferences
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    transaction costs
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    hyperbolic discount rate
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    optimal dividend strategy
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    stochastic impulse control
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