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Ruin probabilities and overshoots for general Lévy insurance risk processes

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2008Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms

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2008A Lévy Insurance Risk Process with Tax81 cited

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2008Special, conjugate and complete scale functions for spectrally negative Lévy processes70 cited

2004Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite68 cited

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