Zhuo Jin

University of Melbourne

185 Pelham Street

Carlton, Victoria 3053

Australia

  • University of Melbourne

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Optimal Equilibrium Barrier Strategies for Time-Inconsistent Dividend Problems in Discrete Time

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 16 Posted: 15 Apr 2020 Last Revised: 30 Jun 2020
Zhuo Jin and Zhou Zhou
University of Melbourne and The University of Sydney
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Abstract:

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Time Inconsistency, Decreasing Impatience, Dividend Barrier, Non-Exponential Discounting, Equilibrium Strategy