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

Pages 185-186 | Received 01 Oct 2011, Accepted 01 Oct 2011, Published online: 03 Feb 2012

REFERENCES

  • Belhaj , M. Optimal dividend payments when cash reserves follow a jump-diffusion process . Mathematical Finance 2010 , 20 ( 2 ), 313 – 325 .
  • Loeffen , R. On optimality of the barrier strategy in De Finetti's dividend problem for spectrally negative Levy processes . The Annals of Applied Probability 2008 , 18 ( 5 ), 1669 – 1680 .
  • Zou , J. ; Zhang , Z. ; Zhang , J. On optimal dividend payouts under jump-diffusion risk processes . Stochastic Models 2009 , 25 ( 2 ), 332 – 347 .

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