“…For example, Veraverbeke [22] and Jiang and Yan [12] considered the compound Poisson model with diffusion, while Tang [18,19], Hao and Tang [11], etc., considered the standard renewal model with no diffusion (i.e., σ = 0). Recently, many researchers devoted themselves to a risk model with dependent claim sizes and/or dependent inter-arrival times, see Yang and Wang [26], Li and Wu [15], Liu et al [16], Wang et al [25], Gao and Liu [9], Gao et al [8], etc., where there is no diffusion term.…”