Time-inconsistent view on a dividend problem with penalty
Josef Anton Strini, Stefan Thonhauser
| Year of publication: |
2023
|
|---|---|
| Authors: | Strini, Josef Anton ; Thonhauser, Stefan |
| Subject: | dividends | extended Hamilton-Jacobi-Bellman equation | Ruin theory | time-inconsistent stochastic control | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Zeitkonsistenz | Time consistency | Kontrolltheorie | Control theory | Dynamische Optimierung | Dynamic programming |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2161411 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014383974