Question: For a compound Poisson risk process with an initial capital u, a premium per unit of time c, claims with cdf P(.) and mgf Mx(t),

For a compound Poisson risk process with an initial capital u, a premium per unit of time c,

claims with cdf P(.) and mgf Mx(t), and an adjustment coefficient R, we have the following

inequality for the ruin probability (u) <

e^(-Ru), 0. Prove the above theorem

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