Explicit finite-time and infinite-time ruin probabilities in the continuous case

In this rather self-contained paper we indicate general explicit analytic expressions or finite-time and infinite-time ruin probabilities in the classical risk model corresponding to initial risk reserves y is greater than or equal to 0. We assume that the claimsize distribution has a density on (0, infinity). Our solutions are continuous versions of discrete expressions by Picard and Lefevre but our methodology is different and the continuous formulas have a component with no counterpart in the discrete case