Erlang(2) Risk Process Perturbed By Diffusion

This dissertion mainly study the Erlang(2) risk model perturbed by diffusion . We consider some important distributions and results: the surplus immediately before ruin , the dificit at ruin and so on.In chapter one, we introduce the Erlang(2) risk process perturbed by diffusion and give the definition of the time at ruin, the surplus immediately before ruin, the dificit at ruin.In chapter two, we mainly consider the distribution of the surplus immediately before ruin. In section one, we treat the cases u>x and u ≤ x separately and obtion the integral expression of G(u,x) :In section two , we prove the twice continuous differentiability of G(u,x) and get its differential equationIn the chapter four, we discuss the distribution of the dificit at ruin .Similarly, we obtain its integral expression and the differential equation :...