1De Finetti,B.Su un'impostazi One Alternative dell Teoria Colletti- va del Risehio[Z].Transaetions of the XVth International Congress of Actuaries,1998.
2Buhlmann, Hans. Mathematical Methods in Risk Theory[M].Hei- delberg: Springer-Verlag, 1970.
3Li, S., Garrido, J. On a Class of Renewal Risk Models with a Constant Dividend Barrier[J].lnsuranca Mathematics and Economics, 2004,(35).
4Cai, J., Dickson, D. C. M. On the Expected Discounted Penalty Function at Ruin of Surpius Process with Interest[J].Insurance: Mathematics and Economics,2002,(30).
5Yuen, K. C., Wang, G., Li, W. K. The Gerber- Shiu Expected Discounted Penalty Function for Risk Processes with Interest and a Constant Dividend Barrier[J].Insurance: Mathematics and Eco- nomics, 2007,(40).
6Gerber, H. U., Shiu, E. S. W. The Time Value of Ruin in a Sparre Andersen Model[J].North American Aetuarical Journal,2005, 9(2).
