On The Expected Discounted Penalty function for Lévy Risk Processes

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Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (2007, unknown): “[9], and Garrido and Morales [7].”
A note on scale functions and the time value of ruin for Levy insurance risk processes (2010, unknown): “Although far from exhaustive on account of the sheer volume of relevant literature, a list of key papers which pertains to generalizations of the Cramer-Lundberg process includes for example Dickson (1992, 1993); Gerber and Shiu (1997, 1998); Gerber and Landry (1998); Lin and Willmot (1999); Yang an”
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (2011, background): “…mathematics, the first passage problem is very important to the ruin problems; see, for example, among others, Yang and Zhang (2001), Klüppelberg et al. (2004), Huzak et al. (2004a, 2004b), Zhou (2005), Garrido and Morales (2006), Biffis and Kyprianou (2010) and Billis and Morales (2010).”
A Lévy Insurance Risk Process with Tax (2008, unknown): “[6], [8], [9], [11], [13], and [18].”