利用盈余过程的强马尔可夫性，得到了期望折现罚金函数。
By the strong Markov property of the surplus process, we derive the expected discounted penalty function.
根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。
In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.
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