摘要： The risk model with credit and debit interests is investigated, in which credit interest means that the company is allowed to receive credit interest at a constant force of interest while the surplus turns positive, and debit interest means that the insurer can borrow money from the bank at a constant force of interest while the surplus turns negative. By the strong Markov property of the risk model with credit and debit interests, the Laplace-Stieltjes transform for the total duration of negative surplus is obtained. Further, the closed-form expression of the Laplace-Stieltjes transform for the total duration of negative surplus is derived in the case of the exponential distribution.