一类更新风险模型的破产前最大盈余

摘要

In this paper, We considered the distribution of the maximum surplus before ruin in a Sparre Andersen risk process with the inter-claim times being generalized Erlang（n） distributed and the model perturbed by diffusion, and obtained an integro-differential equation and a renewal one for the maximum surplus before ruin.%讨论了索赔时间间距为广义Eriang（n）分布时破产前最大盈余，并考虑了带干扰项时的情彤，得到了相关的和分一微分方程与更新方程．