Calculation of Finite Time Ruin Probabilities for Some Risk Models
Rui Cardoso, Howard Waters
Insurance: Mathematics and Economics, vol. 37, 2005, p. 197-215.

Recursive Calculation of Finite Time Ruin Probabilities under Interest Force
Rui Cardoso, Howard Waters
Insurance: Mathematics and Economics, vol. 33, 2003, p. 659-676.