Albrecher, H., Bäuerle, N. and Thonhauser, S. (2011a) Optimal dividend-payout in random discrete time. Statistics and Risk Modeling, 28
(3), 251–276.

Albrecher, H., Cheung, E.C.K. and Thonhauser, S. (2011b) Randomized observation periods for the compound Poisson risk model: Dividends. ASTIN Bulletin, 41
(2), 645–672.

Albrecher, H., Cheung, E.C.K. and Thonhauser, S. (2013) Randomized observation periods for the compound Poisson risk model: The discounted penalty function. Scandinavian Actuarial Journal, 2013
(6), 424–452.

Albrecher, H. and Ivanovs, J. (2013) A risk model with an observer in a Markov environment. Risks, 1
(3), 148–161.

Albrecher, H. and Ivanovs, J. (2017) Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Stochastic Processes and their Applications, 127
(2), 643–656.

Albrecher, H., Ivanovs, J. and Zhou, X. (2016) Exit identities for Lévy processes observed at Poisson arrival times. Bernoulli, 22
(3), 1364–1382.

Asmussen, S., Avram, F. and Usabel, M. (2002) Erlangian approximations for finite-horizon ruin probabilities. ASTIN Bulletin, 32
(2), 267–281.

Avanzi, B., Cheung, E.C.K., Wong, B. and Woo, J.-K. (2013) On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Insurance: Mathematics and Economics, 52
(1), 98–113.

Avanzi, B., Tu, V. and Wong, B. (2014) On optimal periodic dividend strategies in the dual model with diffusion.
Insurance: Mathematics and Economics, 55, 210–224.

Boxma, O.J., Jonsson, H., Resing, J.A.C. and Shneer, S. (2010) An alternating risk reserve process – Part II. Markov Processes And Related Fields, 16
(2), 425–446.

Cheung, E.C.K. (2010) Discussion of ‘A direct approach to the discounted penalty function’. North American Actuarial Journal, 14
(4), 441–445.

Cheung, E.C.K. (2012) A unifying approach to the analysis of business with random gains. Scandinavian Actuarial Journal, 2012
(3), 153–182.

Choi, M.C.H. and Cheung, E.C.K. (2014) On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions.
Insurance: Mathematics and Economics, 59, 121–132.

Dickson, D.C.M. and Qazvini, M. (2016) Gerber–Shiu analysis of a risk model with capital injections. European Actuarial Journal, 6
(2), 409–440.

Dickson, D.C.M. and Waters, H.R. (2004) Some optimal dividends problems. ASTIN Bulletin, 34
(1), 49–74.

Dufresne, D. (2007) Fitting combinations of exponentials to probability distributions. Applied Stochastic Models in Business and Industry, 23
(1), 23–48.

Eisenberg, J. and Schmidli, H. (2011) Minimising expected discounted capital injections by reinsurance in a classical risk model. Scandinavian Actuarial Journal, 2011
(3), 155–176.

Gerber, H.U. and Shiu, E.S.W. (1998) On the time value of ruin. North American Actuarial Journal, 2
(1), 48–72.

Kulenko, N. and Schmidli, H. (2008) Optimal dividend strategies in a Cramér–Lundberg model with capital injections. Insurance: Mathematics and Economics, 43
(2), 270–278.

Kyprianou, A.E. (2013) Gerber–Shiu Risk Theory. Cham, Heidelberg, New York, Dordrecht, London: Springer.

Landriault, D. and Willmot, G.E. (2008) On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Insurance: Mathematics and Economics, 42
(2), 600–608.

Liu, L. and Cheung, E.C.K. (2014) On a Gerber–Shiu type function and its applications in a dual semi-Markovian risk model.
Applied Mathematics and Computation, 247, 1183–1201.

Nie, C., Dickson, D.C.M. and Li, S. (2011) Minimizing the ruin probability through capital injections. Annals of Actuarial Science, 5
(2), 195–209.

Nie, C., Dickson, D.C.M. and Li, S. (2015) The finite time ruin probability in a risk model with capital injections. Scandinavian Actuarial Journal, 2015
(4), 301–318.

Pafumi, G. (1998) Discussion of ‘On the time value of ruin.’
North American Actuarial Journal, 2
(1), 75–76.

Ramaswami, V., Woolford, D.G. and Stanford, D.A. (2008) The Erlangization method for Markovian fluid flows. Annals of Operations Research, 160
(1), 215–225.

Stanford, D.A., Avram, F., Badescu, A.L., Breuer, L., Da Silva Soares, A. and Latouche, G. (2005) Phase-type approximations to finite-time ruin probabilities in the Sparre-Anderson and stationary renewal risk models. ASTIN Bulletin, 35
(1), 131–144.

Stanford, D.A., Yu, K. and Ren, J. (2011) Erlangian approximation to finite time ruin probabilities in perturbed risk models. Scandinavian Actuarial Journal, 2011
(1), 38–58.

Zhang, Z. (2014) On a risk model with randomized dividend-decision times. Journal of Industrial and Management Optimization, 10
(4), 1041–1058.

Zhang, Z. and Cheung, E.C.K. (2016) The Markov additive risk process under an Erlangized dividend barrier strategy. Methodology and Computing in Applied Probability, 18
(2), 275–306.

Zhang, Z., Cheung, E.C.K. and Yang, H. (2017) Lévy insurance risk process with Poissonian taxation. Scandinavian Actuarial Journal, 2017
(1), 51–87.