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ģ�͵�Geber-Shiu����. ����������������������Ϊ�����ĸ��¹���,
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)ʱ����Ӧ��Geber-Shiu������һ����λ���--΢�ַ��̵����Զ������ʾ����.

In this paper, we study the perturbed risk
model with two classes of claims and a threshold dividend strategy.
We assume that the two claim counting processes are, respectively,
Poisson and renewal process with generalized Erlang(2) inter-claim
times. Integro-differential equations and certain boundary
conditions satisfied by the Gerber-Shiu penalty functions are
derived in terms of matrices. Finally, we show that the closed form
for the Gerber-Shiu penalty functions can be expressed by the
Gerber-Shiu penalty functions without dividend payments and the
matrix composed of two linearly independent solutions to the
corresponding homogeneous integro-differential equations.