Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (Q5092703)
From MaRDI portal
scientific article; zbMATH DE number 7562258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon |
scientific article; zbMATH DE number 7562258 |
Statements
Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (English)
0 references
22 July 2022
0 references
equilibrium dividend strategy
0 references
time-inconsistent control
0 references
spectrally negative Lévy process
0 references
extended HJB system of equations
0 references
mixture of exponential discount functions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
