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中文摘要：
考虑带有确定投资回报的经典风险过程下,得到了破产时罚金折现期望的积分表达、连续可微性及其所满足的积分方程和积分微分方程,并且给出了关于积分方程的解的一些讨论.
英文摘要：
The classical risk process with deterministic return on investment is considered . The Feller expression of the expected discounted penalty function at ruin is obtained, and its continuous differentiability is proved. Furthermore, the integral equation and integro-differential equation satisfied by the expected discounted penalty function at ruin are derived. Finally, some discussions about the solutions of integral equation are given.
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