On the distributions of the sup and inf of the classical risk process with exponential claim. León, J. A. & Villa, J. Commun. Stoch. Anal., 3(1):69–84, 2009.
bibtex   
@article{MR2541738,
	Author = {Le{\'o}n, Jorge A. and Villa, Jos{\'e}},
	Date-Added = {2014-02-21 23:57:58 +0000},
	Date-Modified = {2014-02-21 23:57:58 +0000},
	Fjournal = {Communications on Stochastic Analysis},
	Issn = {0973-9599},
	Journal = {Commun. Stoch. Anal.},
	Mrclass = {60G70 (60E10 91B30)},
	Mrnumber = {2541738 (2010j:60130)},
	Number = {1},
	Pages = {69--84},
	Title = {On the distributions of the sup and inf of the classical risk process with exponential claim},
	Volume = {3},
	Year = {2009},
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