2 problems

Let $p(u)$ be the ruin probability for initial surplus $u>0$ in the Brownian-SIS model, and let $\rho$, $\alpha_0$, and $\alpha_*$ denote the model parameters and decay rates intro…

Let $\omega$ denote the state variable in the common-risk-factor component of the model, and let $\phi_\omega$ be the corresponding function. Let $a$ and $k$ be constants. Power-la…