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In particular, the distribution of \\(X_k\\) is an Erlang distribution. Let \\(\\tau = \\inf\\{ t \\geq 0: U(t) < 0\\}\\) denote the time to ruin. The quantity of interest is \\(P[N_\\tau = k+1, 0< \\tau \\leq t]\\), or the density \\(p(k+1,t) = {\\text{d} \\over \\text{d} t} P[N_\\tau = k+1, 0< \\tau \\leq t]\\). For this purpose, one first conditions on \\(T_0\\) and considers  \\[  p(k+1,t \\mid v) = {\\text{d} \\over \\text{d} t} P[N_\\tau = k+1, v\\leq \\tau \\leq t \\mid T_0 = v]. \\]  Following an idea of \\textit{K. A. Borovkov} and \\textit{D. C. M. Dickson} [Insur. Math. Econ. 42, No. 3, 1104--1108 (2008; Zbl 1141.91486)], the problem can be transferred to a dual problem where the r\u00f4le of the claim size distribution and of the interarrival time is interchanged. Following an approach by \\textit{D. Landriault, T. Shi} and \\textit{G. E. Willmot} [Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161)], \\(p(k+1,t \\mid v)\\) is found. Integration over \\(v\\) gives \\(p(k+1,t)\\). It is used that \\(p(1,t)\\) (ruin at the first occurrence of a claim) is easy to find, and that for \\(p(k,t)\\) with \\(k > 1\\) ruin is not allowed to occur at the first occurrence time. The main idea of the proof is that for Erlang interarrival times, the joint Laplace transform \\(E[r^{N_\\tau} e^{-\\delta \\tau}; \\tau < \\infty]\\) can be found explicitly in terms of the Laplace transform \\(E[e^{s X_k}]\\) of the claim times by techniques used for phase-type distributions. In particular, the approach would also work for a phase-type claim size distribution. The inversion of the transform is done via Lagrange's expansion theorem. 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