Ruin functions for two-class of risk processes with a constant interest rate

One particularly interesting problem in classical risk theory is the ruin probability.A risk model of insurance with a constant interest rate is considered.In this model the two claim number processes,N1(t) and N2(t) are correlated.By Laplace transform method,the explicit results are derived for the distribution of the surplus immediately before ruin,for the distribution of the surplus immediately after ruin and the joint distribution of the surplus immediately before and after ruin.The explicit results of the initial surplus being zero are derived.