On dividend strategies with non-exponential discounting
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Publication:2513612
DOI10.1016/j.insmatheco.2014.06.001zbMath1304.91140arXiv1304.7878MaRDI QIDQ2513612
Rong-Ming Wang, Qian Zhao, Jiaqin Wei
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.7878
equilibrium strategies; non-exponential discounting; dividend strategies; equilibrium HJB-equation; time inconsistence
93C95: Application models in control theory
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J60: Diffusion processes