  In ruin theory, the net profit condition intuitively means that the incurred
random claims on average do not occur more often than premiums are gained. The
breach of the net profit condition causes guaranteed ruin in few but simple
cases when both the claims' inter-occurrence time and random claims are
degenerate. In this work, we give a simplified argumentation for the
unavoidable ruin when the incurred claims on average occur equally as the
premiums are gained. We study the discrete-time risk model with
$N\in\mathbb{N}$ periodically occurring independent distributions, the
classical risk model, also known as the Cram\'er-Lundberg risk process, and the
more general E. Sparre Andersen model.
