On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times

By Hansjörg Albrecher *, M. Claramunt, Maite Mármol. 2005

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A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006, methodology): “Surplus processes with barrier dividend strategies were considered in Bühlmann (1970), Gerber and Shiu (1998), Lin et al.”
A Risk Model with Multilayer Dividend Strategy (2007, methodology): “This represents an adaptation of a technique used in Albrecher, Claramunt, and Marmól (2005).”
Randomized Observation Periods for the Compound Poisson Risk Model: Dividends (2011, methodology): “[2] for details), so the method will still work, but in those situations the approaches of Sections 3 and 4 will be simpler to use, as the complexity of the equations increases substantially.”
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (2007, methodology): “Since the first and third brackets correspond to martingales, the company may guarantee that its revenues drift to ∞ over an infinite time horizon by assuming that the latter behaviour applies to the compensated process of large claims corresponding to the second bracket in (1).”