中文摘要：

应用逐段决定马尔可夫过程理论及补充变量技巧,使Markov-modulated风险过程成为齐次强马尔可夫过程,然后利用强马氏性及首达时间分布给出了其破产前最大盈余额与破产赤字的联合分布.

英文摘要：

A Markov-modulated risk process was made into a strong Markov process by applying the theory of piecewise-deterministic Markov process and introducing a supplementary variable.Using the strong Markovian property and the distribution of first hitting time,the joint distribution of the extreme before ruin and the deficit at ruin in the model is derived.