Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences

DOI10.3934/mcrf.2022034zbMath1518.91230OpenAlexW4291016498MaRDI QIDQ6099193

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Publication date: 19 June 2023

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2022034

zbMATH Keywords

time-inconsistent preferencesdependent riskcapital injectiondividend strategyhyperbolic discount rate

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

Cites Work

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