3691} IF(1D .LT. 1 .OR. ID .GT. 3) 60 TO 70 



37BB EPSI=flLPHA(l) 



371B PHI=BETA(n 



372B Al=ALPHft(2) 



373B B1=BETA(2) 



3748 A2=ALPHA(3) 



375B B2=BETA(3) 



376B BL=CUT 



377B IF(ID .EQ. 1) BU=FDl(l-.B0BeeBl) 



378B IF(ID .EQ. 2) BU=FD2(l-.eBBBBBl) 



379B IF(ID .EQ. 3) BU=FD3(1-.BBBBB01) 



SBBB SUn=B 



3B1B D=BU-BL 



382fl K=-l 



3830 DO IB 1=1, lei 



3B4B K=-K 



38SB IF( K .LT. B) C=4 



386B IF( K .6T. e )C=2 



3B7B IF( I .EQ. 1 .OR. I .EQ. 101)C=i 



3880 ADD=FLOAT(I-1)*D/10B.B 



3890 XV^BLiADD 



3980 IF(ID .EQ. 1 .AND. EXP(-()(V-EPSI)/PHI) .GT. 82. B) 60 TO IB 



3910 IF(1D .EQ. 2 .AND, ((KV/Bll»tAl) .BT. 82. B) GO TO IB 



3920 IF(ID .EQ. 3 .AND. ((B2/1(V)*»A2) .6T. 82. B) GO TO IB 



3930 IF( ID .EQ. 1) FAC1=PDF1(1(V) 



3940 IF( ID .EQ. 2) FACl=PDF2(l(V) 



3950 IF( ID .EQ. 3) FAC1=PDF3(1(V) 



3960 FAC2=B(XV) 



3970 IFIXV .LT. CUT) FAC2=B 



3980 SUH=SUH+CtFACltFAC2 



399B IB CONTINUE 



4008 SUH=SUn/3BB.B»D 



4010 HRITE(6,H) SUI1»LAI1BDA 



4B2B 14 F0RHAT(/,1)(, "EXPECTED ANNUAL LOSS IN MILLIONS OF DOLLARS IS",F14.7) 



483B RETURN 



4040 END 



C13 



