Before revision:  The main goal of this article is to establish a diffusion approximation by verifying a functional central limit theorem of this model and to compute both the finite-time and infinite-time horizonruin probabilities . Numerical results will also be given.
After revision:  The main goal of this article is to establish a diffusion approximation by verifying a functional central limit theorem and to compute both the finite-time and infinite-time horizonruin probabilities . Numerical results will also be given.