Under the model assumptions of example 3.22, (1) determine the ruin probability p(x) of an insurance company with an initial capital of x =  20, 000 and operating parameters (2) with the numerical...


Under the model assumptions of example 3.22,


(1) determine the ruin probability p(x) of an insurance company with an initial capital of x =
 20, 000 and operating parameters


(2) with the numerical parameters given under (1), determine the upper bound e−r x
of the Lundberg inequality (3.206),


(3) under otherwise the same conditions, draw the respective graphs of the ruin probability p(x) for x = 20, 000 and x = 0 (no initial capital) in dependence on over the interval 1600 ≤ κ ≤ 1800,



May 06, 2022
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