LossCDF=((1-q)+q (1-E^(-a x))) HeavisideTheta[x];Loss𝒟=ProbabilityDistribution[{"CDF",LossCDF},{x,-∞,∞},Assumptions->a>0&&0<q<1];
PayoutFunction[x_]:=Piecewise[{{0,x≤d},{x-d,d<x<s+d},{s,x≥s+d}}];g=Plot[PayoutFunction[x]/.{d->400,s->1000},{x,0,1800},PlotStyle->{Thickness[0.01]},Filling->Axis,Exclusions->None];Payout𝒟=TransformedDistribution[PayoutFunction[x],x\[Distributed]Loss𝒟,Assumptions->d>0&&s>0&&0<q<1&&a>0];m=Mean[Payout𝒟];

Show[g,ImageSize->500,PlotLabel->Style[Grid[{{"Loss Probability = ",q},{"Loss Distribution = ",ExponentialDistribution[a]},{"Deductible = ",d},{"Benefit Limit = ",s},{"Mean Claim Payment = ",m}},BaseStyle->{FontFamily->"Verdana"},Alignment->{{Right,Left},Automatic}],FontSize->14,Bold]]