Table 1 Analytic expressions of ruin probability
θ | Expressions for the ruin probability |
|---|---|
−1 | 0.5201exp(−0.5214u)−0.02806exp(−2.2149u) |
−0.5 | 0.4665exp(−0.5661u)−0.01537exp(−2.0653u) |
−0.25 | 0.4372exp(−0.5910u)−0.008086exp(−2.0335u) |
0 | 0.3820exp(−0.6180u) |
0.25 | 0.3557exp(−0.6474u)+0.008384exp(−1.9646u) |
0.5 | 0.3270exp(−0.6794u)+0.01841exp(−1.9271u) |
1 | 0.2600exp(−0.7534u)+0.04565exp(−1.8434u) |