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We investigate, focusing on the ruin probability, an adaptation of theCramer-Lundberg model for the surplus process of an insurance company, inwhich, conditionally on their intensities, the two mixed Poisson processesgoverning the arrival times of the premiums and of the claims respectively, areindependent. Such a model exhibits a stochastic dependence between theaggregate premium and claim amount processes. An explicit expression for theruin probability is obtained when the claim and premium sizes are exponentiallydistributed.

Ruin under stochastic dependence between premium and claim arrivals