Define a gamma-reflected process W (gamma)(t) = Y (H) (t) -aEuro parts per thousand gamma inf (s aaEuro parts per thousand[0. t]) Y (H) (s), t a parts per thousand 1/2 0, gamma a [0, 1], with {Y (H) (t), t a parts per thousand 1/2 0} a fractional Brownian motion with Hurst index H a (0, 1)and negative linear trend. In risk theory, R (gamma) (t)=u-W-gamma(t), t a parts per thousand 1/2 0, is the risk process with tax of a loss-carry-forward type and initial reserve u a parts per thousand 1/2 0 whereas in queueing theory, W (1) is referred to as the queue length process. In this paper, we investigate the ruin probability and the ruin time of R (gamma) over a reserve-dependent time interval.