Optimal dividend strategies with time-inconsistent preferences
Year of publication: |
2014
|
---|---|
Authors: | Chen, Shumin ; Li, Zhongfei ; Zeng, Yan |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 46.2014, C, p. 150-172
|
Publisher: |
Elsevier |
Subject: | Optimal dividend strategy | Time preference | Hyperbolic discounting rate | Time-inconsistent | Insurance company |
-
Optimal dividend strategies with time-inconsistent preferences
Chen, Shumin, (2014)
-
Long, Jun, (2024)
-
Proportional Reinsurance and Investment in Multiple Risky Assets Under Borrowing Constraints
Yener, Haluk, (2023)
- More ...
-
Optimal dividend strategies with time-inconsistent preferences
Chen, Shumin, (2014)
-
Continuous-time mean–variance portfolio selection with only risky assets
Yao, Haixiang, (2014)
-
Optimal investment-reinsurance policy for an insurance company with VaR constraint
Chen, Shumin, (2010)
- More ...