# computeRuinFinite: Ruin probability computation with finite time horizon In RcmdrPlugin.RiskDemo: R Commander Plug-in for Risk Demonstration

## Description

This function uses classical ruin theory to compute either ruin probability, safety loading or initial capital, given two of them. The time horizon is finite. Gamma distribution is used to model claim sizes.

## Usage

 ```1 2``` ```computeRuinFinite(T0, U0 = NULL, theta = NULL, eps = NULL, lambda, alpha, beta) ```

## Arguments

 `T0` time horizon (in years) `U0` initial capital `theta` safety loading `eps` ruin probability `lambda` claim intensity (mean number of claims per year) `alpha` shape parameter of gamma distribution `beta` rate parameter of gamma distribution

## Value

The value is a list with the following components:

 `LundbergExp` Lundberg's exponent R `initialCapital` initial capital `safetyLoading` safety loading `ruinProb` ruin probability

## Author(s)

Arto Luoma <arto.luoma@wippies.com>

`computeRuin`, `solveLund`

## Examples

 ```1 2 3``` ```computeRuinFinite(T0=100,U0=1000,theta=0.01,lambda=100,alpha=1,beta=0.1) computeRuinFinite(T0=1,eps=0.005,theta=0.001,lambda=100,alpha=1,beta=0.1) computeRuinFinite(T0=500,U0=5347,eps=0.005,lambda=100,alpha=1,beta=0.1) ```

### Example output

```Loading required package: rgl
This is demography 1.22

Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE
call: fun(...)
4: no DISPLAY variable so Tk is not available
\$LundbergExp
[1] 0.0009807838

\$initialCapital
[1] 1000

[1] 0.01

\$ruinProb
[1] 0.3715309

\$LundbergExp
[1] 6.103516e-05

\$initialCapital
[1] 512.3447

[1] 0.001

\$ruinProb
[1] 0.005

\$LundbergExp
[1] 0.0009908953

\$initialCapital
[1] 5347