How long is the surplus below zero? (Q2366049)

For the classical compound Poisson continuous-time surplus process the following evaluations are considered: duration of the first negative surplus, duration of any other negative surplus, total duration of negative surplus. The author develops the Gerber model [\textit{H. U. Gerber}, Insur. Math. Econ. 9, No. 2/3, 115-119 (1990; Zbl 0731.62153)], using his martingale method. The symmetry between the distributions of time of ruin and duration of a negative surplus is discussed for the zero initial surplus. Finally, the author presents two examples, considering exponential and gamma \((2,\beta)\) distributions.