Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty (Q4635250)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty |
scientific article; zbMATH DE number 6860075
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty |
scientific article; zbMATH DE number 6860075 |
Statements
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (English)
0 references
16 April 2018
0 references
time-inconsistent preferences
0 references
ruin penalty
0 references
transaction costs
0 references
hyperbolic discount function
0 references
optimal dividend strategy
0 references
0 references
0 references
0 references
0 references
0.9095900654792786
0 references
0.8709881901741028
0 references
0.8615723848342896
0 references
0.827770471572876
0 references