scientific article; zbMATH DE number 5071078

MaRDI QIDQ3409034zbMATH OpenFDO

Authors Yang Yang, Isao Shoji, Sumei Kanehiro

Publication date 7 November 2006

zbMATH Keywords

instantaneous gratificationintertemporal choiceoptimal dividend distribution policyquasi-hyperbolic discountingtime-inconsistence preference

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90)

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Cited in

(4)

• Optimal dividend strategies with time-inconsistent preferences
• Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
• Intertemporal dynamic choice under myopia for reward and different risk tolerances
• A life insurance model with asymmetric time preferences

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