Wiener-Hopf factorization for Levy processes having negative jumps with rational transforms

@inproceedings{Lewis2005WienerHopfFF,
  title={Wiener-Hopf factorization for Levy processes having negative jumps with rational transforms},
  author={Alan L. Lewis and Ernesto Mordecki},
  year={2005}
}
We give the closed form of the ruin probability for a Levy processes, possibly killed at a constant rate, with completely arbitrary positive dis- tributed jumps, and finite intensity negative jumps with distribution char- acterized by having a rational Laplace or Fourier transform. Abbreviated Title: WH-factors of Levy processes with rational jumps. 

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