surplus_irm: Surplus function for individual risk model
In Poduval/ds: Dr. Dibu's course work

Function to calculate surplus of the insurer under individual risk model

surplus_irm(
  time_points,
  n_policies = 5,
  claim_size_rate = 2,
  initial_capital = 10,
  avg_premium_rate = 1
)

`time_points`	vector of time points, expecting to be increamental
`n_policies`	number of independent policies
`claim_size_rate`	rate of exponential claim size
`initial_capital`	initial capital of the surplus
`avg_premium_rate`	average premium rate

1	surplus_irm(seq(0, 1, 0.05))

Poduval/ds documentation built on Dec. 18, 2021, 7:45 a.m.

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