Usage: |
y = INSLundbound(u, theta, distrib, dparameters)
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Input: |
| u | scalar, n x 1 vector or m x n matrix, initial capital for risk process
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| theta | scalar, security loading in insurance collective risk model
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| distrib | string, name of light-tailed distribution of claims, either:
gamma, exponential or mixofexps.
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| dparameters | list of scalars, parameters of the following distributions: exponential, gamma
list of n x 1 vectors of parameters of "mixofexps" distribution, the first vector are parameters for the exponential distributions and the second one are the weights of mixing
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Output: |
| y | scalar, n x 1 vector or m x n matrix (same dimension as u),
Lundberg upper bound, |