Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250)
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scientific article; zbMATH DE number 6860075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty |
scientific article; zbMATH DE number 6860075 |
Statements
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (English)
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16 April 2018
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time-inconsistent preferences
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ruin penalty
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transaction costs
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hyperbolic discount function
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optimal dividend strategy
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