这篇论文的目的在在在经常的利息力量下面的厄兰(2 ) 风险过程的毁灭是考虑打折的惩罚的期望的价值到期的。Anintegro 微分的方程由期望的价值和秒顺序满足了微分方程因为期望的价值的 Laplace 变换被导出。另外,纸将在毁灭在毁灭和赤字前立即为剩余的联合分发论述递归的算法。由微分方程,最后,为期望的价值的有缺点的更新方程和明确的表示在没有兴趣的盒子中被给。
The purpose of this paper is to consider the expected value of a discounted penalty due at ruin in the Erlang(2) risk process under constant interest force. An integro-differential equation satisfied by the expected value and a second-order differential equation for the Laplace transform of the expected value are derived. In addition, the paper will present the recursive algorithm for the joint distribution of the surplus immediately before ruin and the deficit at ruin. Finally, by the differential equation, the defective renewal equation and the explicit expression for the expected value are given in the interest-free case.