The Wiener process with drift between a linear retaining and an absorbing barrier
Authors:
- 31 December 1981
- journal article
- Published by Elsevier in Journal of Computational and Applied Mathematics
- Vol. 7 (4) , 267-269
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulasScandinavian Actuarial Journal, 1974
- The Random Walk Between a Reflecting and an Absorbing BarrierThe Annals of Mathematical Statistics, 1961