On dividend strategies with non-exponential discounting
Year of publication: |
2014
|
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Authors: | Zhao, Qian ; Wei, Jiaqin ; Wang, Rongming |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 1-13
|
Subject: | Divided strategies | Non-exponential discounting | Time inconsistence | Equilibrium strategies | Equilibrium HJB-equation | Diskontierung | Discounting | Dividende | Dividend | Gleichgewichtstheorie | Equilibrium theory | Spieltheorie | Game theory | Zeitkonsistenz | Time consistency | Portfolio-Management | Portfolio selection |
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