Ruin Walker

You run the book. Don't go negative.

This is the actual Cramér-Lundberg ruin model, not a coin-flip walk. Your surplus starts at 20 ticks and earns premium every period - but claims arrive at random (Poisson rate λ = 1/period) with random sizes (mean μ = 5 ticks). Ruin is surplus dropping below zero, permanently - there's no recovering once it happens.

Interview lens: the adjustment coefficient R and the ruin probability ψ(u) = (1/(1+θ))·e^(−Ru) are closed-form for exponential claims - you'll compute ψ(u) live each period as your surplus changes.