The Fabulous Benson Brothers - as they were not really known - were all writers and all achieved some measure of success. E.F. (Fred) wrote many ghost stories, while A.C. (Arthur) wrote stories, too, but more famously came up with the words 'Land of Hope and Glory', upsetting poor old Elgar in the process.
R.H. (Hugh) Benson, the son of an Archbishop of Canterbury, changed sides and became a Catholic priest. His ghost stories are, I think, better than you might expect. But don't take my word for it - you can download a free eBook of RHB's collection A Mirror of Shalott here. (The author died in 1914, so it's well out of copyright.)
There are several other eBook collections at the same site, Mystery and Imagination, including Oliver Onions's Widdershins, and classics by Mrs Oliphant, E.G. Swain, Sabine Baring-Gould, and many others. Well worth a look!