Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty

Shumin Chen, Zhongfei Li, Yan Zeng. Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty. SIAM J. Financial Math., 9(1):274-314, 2018. [doi]

Abstract

Abstract is missing.