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

Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193)

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scientific article; zbMATH DE number 7697861
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Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences
scientific article; zbMATH DE number 7697861

    Statements

    Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (English)
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    19 June 2023
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    dividend strategy
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    dependent risk
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    time-inconsistent preferences
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    hyperbolic discount rate
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    capital injection
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