Abstract: In this paper, we study the dividend problems for finite time interval in the classical risk model. Assume that the dividends are paid according to a barrier strategy in the time interval 0,t, i.e., given a nonnegative barrier value b, the dividends only can be paid when the surplus exceeds b and the excess is paid as dividend. Applying the ``differential argument'', the equation for the total expected discounted dividends in the time interval 0,t (V(x;t)) is derived, and the explicit expression for the Laplace transform of V(x;t) with respect to t is obtained under the assumption that the claim sizes are exponentially distributed. Finally, a numerical example is given by Stehfest method.