Some distributions for classical risk process that is perturbed by diffusion

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The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion (2003, methodology): “In particular, when δ = 0 and w(z1, z2) = 1(z2 ≥ y) for an arbitrary y > 0, (3.1) reduces to a result of Wang and Wu (2000).”
A decomposition of the ruin probability for the risk process perturbed by diffusion (2001, result): “SinceP(T 00+ = T 00 = 0) = 1 (see Lemma 4.1 in Wang and Wu (2000)) andR0t is right continuous, by the dominated convergence theorem we get lim u↓0 Ψ 0d (u) = lim u↓0 E[I (T 0u +∞, R0T 0u = 0)] = E[limu↓0 I (T 0 u +∞, R0T 0u = 0)] = E[I (T 00 +∞, R00 = 0)] = 1 = Ψ 0d (0).”
The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (2006, background): “…by Gerber (1970) and has been further studied by many authors during the last few years; e.g., Dufresne and Gerber (1991), Gerber and Landry (1998), Wang and Wu (2000), Wang (2001), Tsai (2001, 2003), Tsai and Willmot (2002a, b), Zhang and Wang (2003), Chiu and Yin (2003), and the references…”
A generalized defective renewal equation for the surplus process perturbed by diffusion (2002, unknown): “(1.12) See also Wang and Wu (2000).”