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