Geodesic
Ruin probabilities for Lévy processes with mixed-exponential negative jumps
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 1, pp. 188-194 Cet article a éte moissonné depuis la source Math-Net.Ru

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We give a closed form of the ruin probability for Lévy processes, possible killed at a constant rate, with arbitrary, positive, and mixed exponentially negative jumps.
Keywords: ruin probability, closed form, mixed-exponential distributions.
Mots-clés : Lévy process 
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É. Mordecki. Ruin probabilities for Lévy processes with mixed-exponential negative jumps. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 1, pp. 188-194. http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a12/

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