= Equilibrium claim-size distribution
{title2=$f_I(x)=\overline F_X(x)/\mu$}
For a nonnegative <claim size> $X$ of finite positive <mean> $\mu$, its equilibrium claim-size distribution has this <probability density function> and survival function $\overline F_I(x)=\mu^{-1}\int_x^\infty\overline F_X(t)\,dt$. The <tail integral formula for moments> normalizes the <probability density function>. Its <moment-generating function> is $(M_X(r)-1)/(\mu r)$ wherever finite, so at an <adjustment coefficient> it equals one plus the safety loading.
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