computeRuin: Ruin probability computation with infinite time horizon
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 infinite. Gamma distribution is used to model claim sizes.
# NOT RUN {computeRuin(U0=1000,theta=0.01,alpha=1,beta=0.1)
computeRuin(eps=0.005,theta=0.01,alpha=1,beta=0.1)
computeRuin(U0=5399.24,eps=0.005,alpha=1,beta=0.1)
# }