In this paper, we consider a continuous time risk process for which the claim number process extends the classical Poisson process, and the claim sizes are independent, Erlang random variables, but not necessarily identically distributed. For this process, we obtain recursive formulas that allow...

Based on many numerical examples, Raducan et al. (2015b) stated a conjecture that relates the order in which some nonhomogeneous claims arrive to the magnitude of the corresponding ruin probability. In that conjecture, the usual stochastic order has been considered for the claims. However, in...