The Research Of Several Problems About Erlang(2) Risk Model

In this paper,we considers the Erlang(2) risk model for which the claim inter-arrival distribution is Erlang(2). we consider the time un-til the insurer's surplus reaches a given upper barrier under adding the restriction to the distribution of the claim amount F(x) and claim inter-arrival T.By considering the random walk associated with the surplus process,first unconditionally and then conditional on the event that ruin does not occur before the surplus reach the given target.For the latter case, we obtain an upper bound for the expected time to reach target given that ruin has not occurred.In the last place,we consider the Erlang(2) risk model with a dividend barrier strategy,two integro-diferential equations for the Gerber-Shiu discounted penalty function are derived.