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By the strong Markov property of the surplus process, we derive the expected discounted penalty function.
利用盈余过程的强马尔可夫性，得到了期望折现罚金函数。
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The martingale property and the strong Markov property of this kind of surplus process are discussed.
讨论了该盈余过程的马尔科夫性和鞅性。
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