Dependent Erlang (2) Risk Model, Gerber-shiu Function

In this thesis we study the Gerber-Shiu discounted penalty function and the discounted expectations of dividend for dependent Erlang(2) risk model.The divided problem has become a research focus since the divided problem of the classical risk model was put forward.Lots of reference has generalised it so as to satisfy the requirements of reality.Barrier strategy is one of them,which has been researched in detail by Gerber-Shiu.So far,the study of the divided problem of the classical risk model has been very comprehensive.The Erlang(2) risk model plays a very important role in real life,which attracts a lot of scholars to syudy. In this paper,the classical Erlang(2) risk model has been generalized into the dependent risk model.of divided of dependent risk model has been discussed by the way of[8]There are three parts in this paper.In the first part.the introduction and the status of current research have been give.The second part has given the Integre-differential equation of the Gerber-Shiu discounted penalty function with a new method,and analyzed it in detail.finally,the linear solution of the Gerber-Shiu discounted penalty function has been figured out.The Integro-differential equation of the V_b,δ(u) and its lincar solution have been given in the third part.