Pages that link to "Item:Q4635250"
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The following pages link to Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250):
Displaying 9 items.
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (Q5092703) (← links)
- Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193) (← links)