Suppose that λ = 100, X1 ∼ Exp(1), c = 125. Let φn(u) be the probability that ruin

occurs at of before the n-th claim when the initial surplus is u.

1. Show that φ1(u) = 4/9r^(-u)

.

asked by guest
on Jan 10, 2025 at 7:08 am



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