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This choice of \\(k_1\\) includes two important cases, an equilibrium distribution and the exponential distribution. The Gerber-Shiu discounted penalty function, which is a generalization of the ruin probability, is considered. A mathematically tractable formula is derived for the Gerber-Shiu function (Theorem 2.1). Further, ruin probabilities and those related to the surplus immediately prior to ruin or to the deficit at ruin can be evaluated for specified parameters. An example for the ruin probability is given and it is shown, that it can be expressed in terms of the ruin probability in the ordinary renewal risk 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