The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function

The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function

Sheldon Lin, X., (2003)

Exact and approximate properties of the distribution of surplus before and after ruin

Willmot, Gordon E., (1998)

Double barrier hitting time distributions with applications to exotic options

Sheldon Lin, X., (1998)