中文摘要：

本文研究了带干扰的Erlang（2）风险模型的破产概率．利用延迟更新方法以及全概率公式，获得了积分表达式、二次连续可微性以及微分方程。并且讨论了索赔额分布为指数分布时的情形．

英文摘要：

In this paper, the authors consider the ruin probabilities of the Erlang（2） risk process perturbed by diffusion. We decompose the ruin probability into two parts： the ruin probability caused by oscillation and the ruin probability caused by a claim. We drive the integral equation satisfied by them and prove their twice continuous differentiability. Also differential equations they satisfied are obtained. And we discuss the explicit expressions when the claim is an exponential distribution.