Optimal dividend strategies for a risk process under force of interest

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On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (2011, methodology): “The typical optimal dividend strategy consists of “lump-sum payments” (see, e.g., Alvarez and Virtanen [2] and Thonhauser and Albrecher [42]), with π of the form π = {(Jk, Tk), k ∈ N}, where 0 ≤ T1 ≤ T2 ≤ · · · is an increasing sequence of F-stopping times representing the times at which dividend pa”