Equilibrium dividend strategy with non-exponential discounting in a dual model
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Cites work
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Consistent Plans
- Consumption-Savings Decisions with Quasi-Geometric Discounting
- Controlled diffusion models for optimal dividend pay-out
- Dividend problems in the dual risk model
- Dynamic Choices of Hyperbolic Consumers
- scientific article; zbMATH DE number 3307211 (Why is no real title available?)
- Investment and consumption without commitment
- Mean-variance portfolio optimization with state-dependent risk aversion
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls
- On dividend strategies with non-exponential discounting
- On finite-time ruin probabilities in a generalized dual risk model with dependence
- On optimal dividend strategies in the compound Poisson model
- On optimal dividends in the dual model
- On the Existence of a Consistent Course of Action when Tastes are Changing
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- Optimal dividend payout under compound Poisson income
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
- Optimal dividend strategies with time-inconsistent preferences
- Optimal dividends in the dual model
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers
- Optimization of the flow of dividends
- Time-consistent portfolio management
Cited in
(12)- On the bail-out optimal dividend problem
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
- Optimal dividends with an affine penalty
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
- On dividend strategies with non-exponential discounting
- Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes
- Moment-constrained optimal dividends: precommitment and consistent planning
- Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon
- Equilibrium dividend strategies in the dual model with a random time horizon
- Equilibria for time-inconsistent singular control problems
- No-arbitrage condition and existence of equilibrium with dividends
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