[1]  Asmussen S. Ruin Probabilities. Singapore: World Scientific, 2000

[2]  Janssen J, Reinhard J. Probabilités de ruine pour une classe de modèles de risque semi-Markoviens. ASTIN Bulletin, 1985, 15(2): 123--134

[3]  Albrecher H, Boxma O. On the discounted penalty function in a Markov-dependent risk model. Insurance Mathematics and Economics, 2005, 37(2): 650--672

[4]  Albrecher H, Boxma O. A ruin model with dependence between claim sizes and claim intervals. Insurance Mathematics and Economics, 2004, 35(2): 245--254

[5]  De Finetti Bruno. Su un'impostazione alternativa dell teoria collectiva del rischio. Transactions of the XV
International Congress of Actuaries, 1957, 2: 433--443

[6]  Gerber H. An Introduction to Mathematical Risk Theory. Monograph Series 8. Philadelphia: Huebner Foundation, 1979

[7]  Gerber H. On the probability of ruin in the presence of a linear dividend barrier. Scandinavian Actuarial Journal, 1981, (4): 105--115

[8]  Zhang Chungsheng, Wu Rong. Union-distributions of extreme value on classical risk model. Acta Mathematica Scientia, 2003, 23A(1): 25--30

[9]  Zhou Ming, Guo Junyi. Classical risk model with threshold dividend strategy. Acta Mathematica Scientia, 2008,  28B(2): 355--362

[10]  Dickson D C M, Waters H R. Some optimal dividends problems. Astin Bulletin, 2004, 34: 49--74

[11]  Lu Yi, Li Shuangming. On the probability of ruin in a Markov-modulated risk model. Insurance
Mathematics and Economics, 2005, 37(2): 522--532

[12]  Li Shuangming, Lu Yi. Moments of the dividend payments and related problems in a markov-modulated risk model. North American Actuarial Journal, 2007, 2(3): 65--76