About the oblig

-In Part I a), the idea is to plot the true Gamma pdf for each of the three sets (alpha,xi) of parameters. This pdf is obtained with the command

xi*dgamma(z/xi,alpha,alpha)

for different values of z. An alternative is to use Monte Carlo methods to estimate the pdfs.

- In Part I b), you should use Monte Carlo methods to compute the reserve, though this is not directly stated.