Table 6 Adjustment coefficients of the marginal ruin probabilities for model \(\pmb{\operatorname{BPAR}(1)}\)
From: Bidimensional discrete-time risk models based on bivariate claim count time series
α | 0 | 0.25 | 0.5 | 0.75 | 0.95 |
|---|---|---|---|---|---|
\(t'\) | 0.1583 | 0.1250 | 0.0833 | 0.0417 | 0.0083 |
\(s'\) | 0.8972 | 0.7083 | 0.4722 | 0.2361 | 0.0472 |