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Table 1 Upper bounds of ruin probability for different η , u , and r

From: Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force

 

η

0.1216

0.1299

0.1325

0.1381

0.1431

r = 0.08

u = 10

0.2964

0.2844

0.2859

0.2964

0.3165

u = 20

0.0879

0.0776

0.0759

0.0745

0.0757

r = 0.1

u = 10

0.2964

0.2815

0.2807

0.2848

0.2929

u = 20

0.0879

0.0768

0.0729

0.0716

0.0707