Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest

Zhongqin Gao, Jingmin He, Bingbing Wang. Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest. Communications in Statistics - Simulation and Computation, 49(10):2693-2703, 2020. [doi]

Abstract

Abstract is missing.