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In particular, in the context of risk theory, the authors analyse problems connected to models for both positive and negative risk sums. In the first case the process \\(R_t\\), representing the reserve, increases linearly with rate \\(c\\), that is the strictly positive premium rate, during the time and decreases by jumps because of claims:  \\[ R_t=u+ct-S_t \\]  where \\(R_0=u>0\\), and \\(S_t\\) is the aggregate claims up to time \\(t\\).  In the second case, the reserve process \\(R'_t\\) decreases linearly with \\(c'\\), that is the strictly positive premium rate, and increases by jumps:  \\[ R'_t=u-c't+S_t \\]  where \\(R_0=u>0\\) and \\(S'_t\\) is the aggregate jumps up to \\(t\\).  In both cases, the first time where the reserve becomes negative, say \\(T_u\\) and \\(T'_u\\) in the case of positive and negative risk sums respectively, plays a fundamental role. In particular the finite-time ruin probabilities \\(P(T_u<t)\\) and \\(P(T'_u<t)\\) give relevant information in risk management. In this context the authors propose an algorithm for computing finite-time ruin probabilities in renewal non-Poisson risk models with exponential claims.   Applications of the results in finance close the 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