Optimal dividend strategies with time-inconsistent preferences
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Publication:1994625
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Cites work
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- scientific article; zbMATH DE number 4034749 (Why is no real title available?)
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- Instantaneous Gratification *
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- Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
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Cited in
(41)- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework
- Optimal investment strategy under time-inconsistent preferences and high-water mark contract
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion
- The optimal dividend payout model with terminal values and its application
- Hedge fund's dynamic leverage decisions under time-inconsistent preferences
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
- Consumption and portfolio decisions with uncertain lifetimes
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
- A continuous-time theory of reinsurance chains
- R\&D investment under time-inconsistent preferences
- A regular equilibrium solves the extended HJB system
- Robust optimal consumption-investment strategy with non-exponential discounting
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
- Non-hyperbolic discounting and dynamic preference reversal
- Optimal financing and dividend strategies with time inconsistency in a regime switching economy
- Optimal dividend-distribution strategy under ambiguity aversion
- Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions
- Hybrid strategy in multiperiod mean-variance framework
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- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
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- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model
- scientific article; zbMATH DE number 5717345 (Why is no real title available?)
- Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty
- Optimal dividend and capital injection problems in the dual diffusion model with time-inconsistent preferences
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
- A perturbation approach to optimal investment, liability ratio, and dividend strategies
- Moment-constrained optimal dividends: precommitment and consistent planning
- On time consistency for mean-variance portfolio selection
- Stochastic optimal control on dividend policies with bankruptcy
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model
- Time-inconsistent view on a dividend problem with penalty
- Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences
- Equilibrium dividend strategies in the dual model with a random time horizon
- Equilibria for time-inconsistent singular control problems
- Short communication: equilibrium mean-variance dividend rate strategies
- Optimal Liquidity and Risk Management: The Use of CAT Bonds
- A Stochastic Model of Mutual Insurance under Heterogeneous Time Preferences
- Equilibrium strategies for singular dividend control problems under the mean-variance criterion
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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