The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

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Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle (2012, background): “For recent papers, see Gerber and Shiu (2003, 2004, 2006), Lin and Pavlova (2006), Yuen et al. (2007, 2008, 2009), Dong et al. (2009) and references therein.”
A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006, unknown): “Yuen et al. (2006) extended the result of Lin et al. to the case with interest.”
On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008, unknown): “Besides finding the optimal strategy, a large body of literature exists [9, 12, 15, 16, 19, 23, 24, 25, 28, 32, 33] in which expressions are derived for, for example, the expected time of ruin, the moments of the expected paid out dividends and the Gerber–Shiu discounted penalty function, under the ”