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In this paper we consider a classical risk process perturbed by a Brownianmotion. We analyze the value function describing the mean of the cumulativediscounted dividend payments paid up to Parisian ruin time and furtherdiscounted by the number of claims appeared up to this ruin time. We identifythis value function for the barrier strategy and find the sufficient conditionsfor this strategy to be optimal. We also consider few particular examples.

Optimal Parisian-type dividends payments discounted by the number of claims for the perturbed classical risk process