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中文摘要：
讨论带扰动的风险模型的预警区问题,此模型保费收入过程是复合Poisson-Geometric过程,两类理赔计数过程分别为独立的复合Poisson-Geometric过程和广义Erlang（n）计数过程,得到此模型的第一预警区的一个条件矩母函数所满足的积分-微分方程.当保单的价格,两类理赔额分布密度均服从指数分布的条件时,给出此模型的第一预警区的一个条件矩母函数的Laplace变换的表达式,并给出实例以说明所得结果.
英文摘要：
We discussed the duration of negative surplus for a perturbed risk model. It was assumed that the income of insurance premiums was a compound Poisson-Geometric process and the corresponding claim computation processes were either independent compound Poisson-Geometric process or generalized Erlang（ n）process. The integral-differential equations of a conditional moment generating function for the first duration of negative surplus had been obtained. Then the explicit expression about the Laplace transforms of the conditional moment generating function for the first duration of negative surplus is obtained when the premium and the claims are exponential distributions. Finally we gived an example to illustrate our results.
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