Why do the cops in movie other guys jump?

In the movie The Other Guys, the two main characters, Allen Gamble (Will Ferrell) and Terry Hoitz (Mark Wahlberg), are desk jockeys in the NYPD who dream of being detectives. Their dream comes true when they are assigned to investigate a high-profile case involving a billionaire businessman (Steve Coogan). In order to solve the case, Gamble and Hoitz must go undercover and jump into many dangerous situations, which often require them to jump in order to escape or catch the bad guys.