Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Shumin Chen, Xi Wang, Yinglu Deng, Yan Zeng
| Year of publication: |
March 2016
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|---|---|
| Authors: | Chen, Shumin ; Wang, Xi ; Deng, Yinglu ; Zeng, Yan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 67.2016, p. 27-37
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| Subject: | Optimal dividend-financing strategy | Time preference | Quasi-hyperbolic discount function | Time-inconsistent | Dual risk model | Intertemporale Entscheidung | Intertemporal choice | Theorie | Theory | Zeitkonsistenz | Time consistency | Risiko | Risk | Diskontierung | Discounting | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457145