Time-inconsistent view on a dividend problem with penalty (Q6096077)
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scientific article; zbMATH DE number 7736034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent view on a dividend problem with penalty |
scientific article; zbMATH DE number 7736034 |
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Time-inconsistent view on a dividend problem with penalty (English)
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11 September 2023
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ruin theory
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dividends
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time-inconsistent stochastic control
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extended Hamilton-Jacobi-Bellman equation
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