Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682)
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scientific article; zbMATH DE number 7431936
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| English | Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes |
scientific article; zbMATH DE number 7431936 |
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Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (English)
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23 November 2021
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time-inconsistent optimal control
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non-exponential discounting
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equilibrium periodic dividend strategy
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extended HJB system of equations
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Lévy process
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0.8898328542709351
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0.8663495182991028
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0.8388805985450745
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0.8151625990867615
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