Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest.
Period. Math. Hung., 2021
Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest.
Commun. Stat. Simul. Comput., 2020
Exit times for the diffusion risk model with debit interest.
Int. J. Syst. Assur. Eng. Manag., 2017