The Moments of the Time of Ruin, the Surplus before Ruin, and the Deficit at Ruin in the Risk Models with Constant Interest Rate

In this paper, by using the form of the solution for the expected value of a discounted function in the risk models with constant interest rate, properties of the joint and marginal moments of the time of ruin, the surplus before ruin and the deficit at ruin are studied, and recursive equations are obtained respectively.