Comments on ‘On Optimal Dividend Payouts Under Jump-Diffusion Risk Processes’

Abstract

This note shows that the main result of Zou, Zhang and Zhang^{[ 3 ]} is false. The value function is not correct and the dividend policy is not necessarily of barrier type.

Keywords:

• Dividend payouts
• Jump-diffusion processes

Mathematics Subject Classification:

• Primary 65C05
• Secondary 91B30