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Two random variables associated with the surplus process are studied. The first random variable is the maximum surplus before ruin and the authors show that its distribution function may be expressed as a solution to an integral equation or an integro-differential equation. The second random variable is the deficit at the time of ruin and a similar result is presented.   Some related work can be found in the 1999 Univ. Waterloo Ph.D. thesis of \\textit{C.-L. Tsai}, and the following papers: \\textit{H.U. Gerber} and \\textit{B. Landry}, Insur. Math. Econ. 22, No. 3, 263-276 (1998; Zbl 0924.60075), and \\textit{G.E. Willmot} and \\textit{X. 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