Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences

DOI10.1016/j.insmatheco.2015.11.005zbMath1348.91132OpenAlexW2195049919MaRDI 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

zbMATH Keywords

time preferencedual risk modeloptimal dividend-financing strategyquasi-hyperbolic discount functiontime-inconsistent

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)

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