抄録
In this paper, we consider the risk reserve process with Erlang type claims.
We make the model that the claim inter-arrival time has an exponential distribution
and the claim size has an Erlang distribution. For this model we obtain a general
formula that derives the non-ruin probability in finite time. In order to have an easy
calculation for the non-ruin probability we reduce the multi-summation to the singlesummation.
