Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Shumin Chen, Yan Zeng, Zhifeng Hao
| Year of publication: |
May 2017
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|---|---|
| Authors: | Chen, Shumin ; Zeng, Yan ; Hao, Zhifeng |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 31-45
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| Subject: | Time-inconsistent preferences | Transaction costs | Hyperbolic discount rate | Optimal dividend strategy | Stochastic impulse control | Transaktionskosten | Dividende | Dividend | Theorie | Theory | Zeitkonsistenz | Time consistency | Intertemporale Entscheidung | Intertemporal choice | Diskontierung | Discounting | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712350