For the continuous-time risk model with compound Poisson input, the ((nite-horizont) joint probability P (t; X x; Y y) of ruin time , surplus X just before ruin and deecit Y at ruin time is considered as a function of the arrival rate of claims. It is expanded into a Taylor series at = 0. A certain extension of a corresponding result for innnite-horizont joint probabilities, which previously ha...