Session: WE-P-EM
Dividends and Control

Chair

Alexandre Roch

Time

14:30 - 16:30 on Wednesday, 18th of July 2018

Venue

Emmet

14:30

Optimal dividend and investment policy with debt covenants

Etienne Chevalier (Evry University), Vathana Ly Vath (ENSIIE), Alexandre Roch (University of Quebec in Montreal)
15:00

Suboptimal Control of Dividends under Exponential Utility

Julia Eisenberg (University of Liverpool), Paul Krühner (University of Liverpool)
15:30

Pricing Bounds and Bang-bang Analysis of the Polaris Variable Annuities

Zhiyi Shen (University of Waterloo), Chengguo Weng (University of Waterloo)
16:00

Stochastic Control and Differential Games with Path-Dependent Controls

Yuri Saporito (Getulio Vargas Foundation)