Question
Assume S1 to be a compound poison process with gamma individual risk X of gamma (2, 2/5) and that the insurer has start capital u=U0=5
Assume S1 to be a compound poison process with gamma individual risk X of gamma (2, 2/5) and that the insurer has start capital u=U0=5 x 10 to the power 6 and she set as limit for the ruin probability epsilon = 10 to the power -7
a. Determine the adjustment coefficient ,the ruin probability for zero capital or a bound , and a bound for the ruin probability for the given start capital.
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Advanced Accounting
Authors: Gail Fayerman
1st Canadian Edition
9781118774113, 1118774116, 111803791X, 978-1118037911
