The distribution of the first ββ point in the classical risk model with interest

In this paper we investigate the distribution function and the Laplace–Stieltjes Transform(L-S-T) of the first ββ point s1β of the surplus process {U(t),t⩾0}{U(t),t⩾0} using its strong Markov property and the theory of renewal measure. We find the distribution function of s1β in some cases.