1. Avanzi, B., Gerber, H.U., Shiu, E.S.W.: Optimal dividends in the dual model. Insurance 41, 111–123 (2007)
2. Bellman, R.E., Wing, M.C.: An Introduction to invariant imbedding. Academic Press, New York (1976)
3. Cox, D.R., Miller, H.D.: The theory of Stochastic Processes. Chapman and Hall, London (1965)
4. Keilson, J.: The first passage time density for homogenous skip free walks on the continuum. Ann. Math. Stat 34, 1003–1011 (1963)
5. Perry, D., Stadje, W., Zacks, S.: First Exit times for Poisson shot noise. Stochastic Models 17, 25–37 (2001)