Question: I only need help with part b and part b(ii) Consider again a Cramer-Lundberg capital process as in question 1 above, but now with claim

I only need help with part b and part b(ii)

I only need help with part b and part b(ii) Consider again

Consider again a Cramer-Lundberg capital process as in question 1 above, but now with claim intensity rate A = 1.5, premium rate c = 1 and claim size distribution given by the pdf f(x) = Jerz/(1-e-]) ifx e [0, 1] 10 otherwise. (a) Determine the Laplace exponent & of U, and state its domain. (b) Denote by w(u) the ruin probability when the initial capital is u. (i) Prove that 7/(2) = 1.5- e- 2 for all u > 0. e- 1 (ii) Prove that we also have (u) 0

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