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

DOI10.1080/15326349.2012.646558OpenAlexW1963546765MaRDI QIDQ5389051

Mohamed Belhaj

Publication date: 24 April 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2012.646558

zbMATH Keywords

jump-diffusion processesdividend payouts

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
• OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
• Optimal Dividend Payouts Under Jump-Diffusion Risk Processes

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