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Optimal dividend strategies with time-inconsistent preferences
Chen, Shumin; Li, Zhongfei; Zeng, Yan - In: Journal of economic dynamics & control 46 (2014), pp. 150-172
Persistent link: https://www.econbiz.de/10010474399
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Semi-Markov decision processes with variance minimization criterion
Wei, Qingda; Guo, Xianping - In: 4OR : a quarterly journal of operations research 13 (2015) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10010504956
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Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
Wu, Huiling; Weng, Chengguo; Zeng, Yan - In: OR spectrum : quantitative approaches in management 40 (2018) 2, pp. 541-582
Persistent link: https://www.econbiz.de/10011868232
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Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Chen, Shumin; Zeng, Yan; Hao, Zhifeng - In: Insurance / Mathematics & economics 74 (2017), pp. 31-45
Persistent link: https://www.econbiz.de/10011712350
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Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Chen, Shumin; Wang, Xi; Deng, Yinglu; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 27-37
Persistent link: https://www.econbiz.de/10011457145
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Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang; Li, Zhongfei; Wang, Fan - In: Operations research letters 44 (2016) 2, pp. 212-218
Persistent link: https://www.econbiz.de/10011457325