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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