HW 4: Cramer-Lundberg upper bound (optional) a = = U = Let the parameters be the following: the gross premium rate c = 50 per time unit, intensity 20 claims per time unit, the mean of exponential claim sizes j = 2. For initial capitals 0, 10, 20, 50, 100, 200, 500, 103, ..., 104, sketch the ruin probabilities with initial capital as argument, calculate the ruin probability Y(u)(use the exact formula for exponential claims). For the exponential claims, what is the constant C in the Cramer- Ru Lundberg ruin bound, lim,+ elu (u) = C? Calculate C