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Consider an aggregate claims process that is a compound Poisson process with premium loading factor 0 = 0.10. The claim size distribution is gamma (2,

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Consider an aggregate claims process that is a compound Poisson process with premium loading factor 0 = 0.10. The claim size distribution is gamma (2, 0.2) . (i) Calculate the adjustment coefficient R accurate to three signifi- cant digits. [7 Marks (ii) If the initial surplus is U = 1000 what can you say about (U)

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