Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (Q5092703)
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scientific article; zbMATH DE number 7562258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon |
scientific article; zbMATH DE number 7562258 |
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Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (English)
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22 July 2022
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equilibrium dividend strategy
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time-inconsistent control
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spectrally negative Lévy process
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extended HJB system of equations
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mixture of exponential discount functions
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