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

[2]  Dickson D C, Egìdio dos Reis A D. On the distribution of the duration of negative surpus. Scand Actuarial J, 1996, 2: 148--164

[3]  Egìdio dos Reis A D. How long is the surplus below zero. Insurance: Mathematics and Economics, 1993, 12: 23--38

[4]  Gerber H U. When does the surplus reach a given target? Insurance: Mathematics and Economics, 1990, 9: 115--119

[5]  Ng A C Y, Yang H. On the joint distribution of surplus before and after ruin under a Markovian regime switching model. Stochastic Process and their Applications, 2006, 116: 244--266

[6]  Siegl T, Tichy R F. A process with stochastic claim frequency and a linear dividend barrier. Insurance: Mathematics and Economics, 1999,  24: 51--65

[7]  Wagner C. Time in red in a two state Markov model. Insurance: Mathematics and Economics, 2002, 31: 365--372

[8]  Zhang C, Wu R. Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Journal of Applied Probability, 2002, 39: 517--532

[9]  Zhou X. When does surplus reach a certain level before ruin. Insurance: Mathematics and Economics, 2004, 35: 553--561