Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
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Publication:282263
DOI10.1016/j.insmatheco.2015.11.005zbMath1348.91132MaRDI QIDQ282263
F. Blanchet-Sadri, M. Dambrine
Publication date: 12 May 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.11.005
time preference; dual risk model; optimal dividend-financing strategy; quasi-hyperbolic discount function; time-inconsistent
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