In this note, we present a risk process with liquid reserves, credit and debit interest of which the aggregate claims process is a subordinator. We study the absolute questions by defining the joint distributed function of the absolute probability, the surplus immediately before absolute ruin and the deficit at absolute ruin. First, we study the compound Poisson model with liquid reserves, credit and debit interest, and derive a system of integro-differential equations for the joint distributed function, and then the general solution of the system of integro-differential equations is given. Using an approximation scheme, the general expression for the joint distributed function of the risk process driven by a subordinator is obtained.

subordinator, Lévy measure, the absolute ruin probability, Volterra equation.