Summary: In this paper, the authors consider the discrete risk model, use the conclusion of [C. Zhang and R. Wu, Acta Math. Sci., Ser. A, Chin. Ed. 23, No. 1, 25–30 (2003; Zbl 1046.91077)] and [R. Wu, C. Zhang and G. Wang, Acta Math. Appl. Sin. 25, No. 3, 554–560 (2002; Zbl 1022.62104)] about the classical risk model, get the formula of the joint distributions of the maximum and the minimum of the surplus before ruin and last recovered from negative, and extend the condition to the process of premium income depending on insurance policy share.