Results 201 to 210 of about 106,023 (221)

Non-exponential Discounting

open access: closedSpringer Finance, 2021
Problems with non-exponential discounting constitute an important subclass of the family of time-inconsistent problems. To see how the general theory works in a more concrete case, we now consider a fairly general model class with non-exponential discounting.
Tomas Björk   +2 more
semanticscholar   +4 more sources

Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting

open access: closedFinance and Stochastics, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Yike, Liu, Jingzhen, Siu, Tak Kuen
semanticscholar   +3 more sources

Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model

open access: closedJournal of Optimization Theory and Applications, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Yongwu, Li, Zhongfei, Zeng, Yan
semanticscholar   +4 more sources

Consumption–investment strategies with non-exponential discounting and logarithmic utility

open access: closedEuropean Journal of Operational Research, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhao, Qian, Shen, Yang, Wei, Jiaqin
semanticscholar   +3 more sources

Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting

open access: closedInsurance: Mathematics and Economics, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Delong, Łukasz, Chen, An
semanticscholar   +4 more sources

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