$1.2.$ The insurer applies the maximum coverage before applying the deductible. $3.$ Only the risk is being assessed i$.$e$.$ None of the financial$-$operational$-$commercial elements of the policy are yet considered. $4.$ If we have $50$ policies like the previous ones and the insurer wants to charge each policy the expected payment per payment event and also apply a surcharge for deviations from theta such that the probability of technical loss is $5\%,$ determine said theta using a normal approximation $($assuming that $50$ policies are already considered a large portfolio$).$