  In this paper, we build on the techniques developed in Albrecher et al.
(2013), to generate initial-boundary value problems for ruin probabilities of
surplus-dependent premium risk processes, under a renewal case scenario, Erlang
(2) claim arrivals, and an exponential claims scenario, Erlang (2) claim sizes.
Applying the approximation theory of solutions of linear ordinary differential
equations developed in Fedoryuk (1993), we derive the asymptotics of the ruin
probabilities when the initial reserve tends to infinity. When considering
premiums that are {\it linearly} dependent on reserves, representing for
instance returns on risk-free investments of the insurance capital, we firstly
derive explicit formulas for the ruin probabilities, from which we can easily
determine their asymptotics, only to match the ones obtained for general
premiums dependent on reserves. We compare them with the asymptotics of the
equivalent ruin probabilities when the premium rate is fixed over time, to
measure the gain generated by this additional mechanism of binding the premium
rates with the amount of reserve own by the insurance company.
