Equilibrium dividend strategies in the dual model with a random time horizon

DOI10.1007/s11766-023-3751-7OpenAlexW4389913800MaRDI QIDQ6192312

Chuanxiu Ye, Yongxia Zhao, Gongpin Cheng

Publication date: 12 February 2024

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-023-3751-7

zbMATH Keywords

dual modelnon-exponential discountingequilibrium HJB-equationtime inconsistenceequilibrium dividend strategies

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Multistage and repeated games (91A20)

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