I tried to calculate the value of the initial surplus as I have done previously i.e. found the mean and variance of the aggregate claims so S is normally distributed and P(S(1) > u +20) = p(z > (u+20 - 18)/sqrt(18)) but this did not get the same value of u as they have. I can see they got their values straight from page 18 in the tables to establish their value of u. Why is this done differently?
