1. E. Sparre Andersen, “On the Collective Theory of Risk in Case of Contagion Between the Claims,” in Trans. XVth Int. Congress Actuaries. Vol. II (N.Y., 1957), pp. 219–229.
2. V. V. Kalashnikov and D. G. Konstantinidis, “Probability of ruin,” Fund. Prikl. Matem. 2 (4), 1055 (1996).
3. H. Schmidli, Stochastic Control in Insurance (Springer-Verlag, L., 2008).
4. H. Albrecher, J. Hartinger, and S. Thonhauser, “On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model,” ASTIN Bull. 37 (2), 203 (2007).