Research Article
On the Expected Discounted Penalty Function for a Markov Regime-Switching Insurance Risk Model with Stochastic Premium Income
Table 1
Exact values of
under different stochastic interest models.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| 0.0 | 0.011839 | 0.009891 | 0.008970 | 0.015540 | 0.012488 | 0.011144 | 0.021884 | 0.016600 | 0.014380 | 0.1 | 0.011868 | 0.009912 | 0.008988 | 0.015587 | 0.012520 | 0.011140 | 0.021969 | 0.016653 | 0.014422 | 0.2 | 0.011957 | 0.009976 | 0.009042 | 0.015730 | 0.012617 | 0.011218 | 0.022229 | 0.016814 | 0.014546 | 0.3 | 0.012106 | 0.010084 | 0.009132 | 0.015973 | 0.012782 | 0.011352 | 0.022674 | 0.017087 | 0.014758 | 0.4 | 0.012321 | 0.010239 | 0.009261 | 0.016325 | 0.013019 | 0.011543 | 0.023323 | 0.017483 | 0.015064 | 0.5 | 0.012607 | 0.010444 | 0.009432 | 0.016797 | 0.013335 | 0.011798 | 0.024206 | 0.018016 | 0.015473 | 0.6 | 0.012974 | 0.010705 | 0.009650 | 0.017408 | 0.013740 | 0.012123 | 0.025366 | 0.018707 | 0.016001 | 0.7 | 0.013432 | 0.011029 | 0.009918 | 0.018181 | 0.014248 | 0.012529 | 0.026865 | 0.019585 | 0.016667 | 0.8 | 0.013997 | 0.011426 | 0.010245 | 0.019151 | 0.014876 | 0.013028 | 0.028793 | 0.020691 | 0.017498 | 0.9 | 0.014691 | 0.011907 | 0.010639 | 0.020363 | 0.015649 | 0.013637 | 0.031281 | 0.022081 | 0.018531 | 1.0 | 0.015540 | 0.012488 | 0.011114 | 0.021884 | 0.016600 | 0.014380 | 0.034526 | 0.023837 | 0.019818 | 1.1 | 0.016584 | 0.013193 | 0.011684 | 0.023807 | 0.017776 | 0.015289 | 0.038836 | 0.026075 | 0.021430 | 1.2 | 0.017877 | 0.014048 | 0.012370 | 0.026271 | 0.019239 | 0.016406 | 0.044713 | 0.028972 | 0.023474 | 1.3 | 0.019494 | 0.015096 | 0.013202 | 0.029489 | 0.021084 | 0.017792 | 0.053025 | 0.032802 | 0.026106 | 1.4 | 0.021547 | 0.016392 | 0.014218 | 0.033797 | 0.023448 | 0.019534 | 0.065413 | 0.038014 | 0.029571 | 1.5 | 0.024206 | 0.018016 | 0.015473 | 0.039761 | 0.026542 | 0.021763 | 0.085361 | 0.045384 | 0.034263 |
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