1. Aggregate claims from a risk have a compound Poisson distribution, with Poisson parameter 10 and the individual claim amount distribution is ex- ponential with mean 100. An insurer charges a premium of 1, 100 to cover this risk, and arranges excess of loss reinsurance with retention level d. The random variable Y denotes aggregate claims paid by the re-insurer, and if the reinsurance premium is given by E [Y ] + 0.001V [Y ], find the reinsurance premium.