Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851)
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scientific article; zbMATH DE number 6722895
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| English | Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model |
scientific article; zbMATH DE number 6722895 |
Statements
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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0.8922412991523743
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0.8615723848342896
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0.8438922762870789
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0.8090589642524719
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