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We study a general perturbed risk process with cumulative claims modelled bya subordinator with finite expectation, with the perturbation being aspectrally negative Levy process with zero expectation. We derive a  Pollaczek-Hinchin type formula for the survival probability of that riskprocess, and give an interpretation of the formula based on the decompositionof the dual risk process at modified ladder epochs

Ruin probabilities and decompositions for general perturbed risk processes