||y = INSPolKhin(u, theta, distrib, dparameters, N, niter)
|u ||scalar, n x 1 vector or m x n matrix, initial capital for risk process
|theta ||scalar, security loading in insurance collective risk model
|distrib ||string, name of distribution of claims, either:
exponential, gamma, mixofexps, Weibull, lognormal, loggamma, Pareto, Burr or truncPareto.
|dparameters ||list, composed of scalars, (parameters of the following distributions: exponential, gamma, Weibull, lognormal, loggamma, Pareto, Burr or truncPareto)
or of n x 1 vectors (parameters of "mixofexps" distribution, the first vector are parameters for the exponential distributions and the second one are the weights of mixing).
|N ||scalar, number of simulated trajectories from risk process
|niter ||scalar, number of iterations of the procedure to be repeated
|y ||scalar, n x 1 vector or m x n matrix (same dimension as u),
ruin probability simulated from Pollaczeck-Khinchine formula.|