Question: 3) Suppose N(t) is a homogeneous Poisson process with intensity (parameter) > 0. Prove that the process (N(t) - At), is a martingale. 4)

3) Suppose N(t) is a homogeneous Poisson process with intensity (parameter) > 0. Prove that the process (N(t) - At), is a martingale. 4) In the Cramer-Lundberg model, let 0(r) = (E(exi == - 1)) - cr

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