Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes-Reference-Cited by-同舟云学术

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Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes

Published:2021 Issue:5 Volume:17 Page:2639
ISSN:1553-166X
Container-title:Journal of Industrial & Management Optimization
language:
Short-container-title:JIMO

Author:

Zhong Wei,Zhao Yongxia,Chen Ping

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management

Reference32 articles.

1. I. Alia.A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion, Mathematical Control and Related Fields, 9 (2019), 541-570.

2. D. Applebaum., Lévy processes and Stochastic Calculus, ${ref.volume} (2009).

3. S. Asmussen, M. Taksar.Controlled diffusion models for optimal dividend pay-out, Insurance: Mathematics and Economics, 20 (1997), 1-15.

4. B. Avanzi, E. C. K. Cheung, B. Wong, J.-K. Woo.On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency, Insurance: Mathematics and Economics, 52 (2013), 98-113.

5. B. Avanzi, H. U. Gerber.Optimal dividends in the dual model with diffusion, ASTIN Bulletin, 38 (2008), 653-667.

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