1. L. C. Andrews, Special Functions for Engineers and Applied Mathematicians. Macmillan: New York, 1984.
2. J. Cai, “Ruin probabilities and penalty functions with stochastic rates of interest,” Stochastic Processes and Their Applications vol. 112 pp. 53–78, 2004.
3. J. Cai, and D. C. M. Dickson, “On the expected discounted penalty function at ruin of a surplus process with interest,” Insurance: Mathematics and Economics vol. 30 pp. 389–404, 2002.
4. P. Embrechts, and H. Schmidli, “Ruin estimation for a general insurance risk model,” Advances in Applied Probability vol. 26 pp. 404–422, 1994.
5. H. U. Gerber, An Introduction to Mathematical Risk Theory. S. S. Heubner Foundation Monograph Series 8: Philadelphia, 1979.