Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250)

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scientific article; zbMATH DE number 6860075
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Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty
scientific article; zbMATH DE number 6860075

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    Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (English)
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    16 April 2018
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    time-inconsistent preferences
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    ruin penalty
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    transaction costs
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    hyperbolic discount function
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    optimal dividend strategy
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