Research Article
On the Expected Discounted Penalty Function for a Markov Regime-Switching Insurance Risk Model with Stochastic Premium Income
Table 2
Exact values of
under different stochastic interest models.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| 0.0 | 0.015507 | 0.013395 | 0.012366 | 0.019332 | 0.016194 | 0.014730 | 0.025491 | 0.020392 | 0.018156 | 0.1 | 0.015538 | 0.013418 | 0.012386 | 0.019380 | 0.016228 | 0.014758 | 0.025571 | 0.020444 | 0.018198 | 0.2 | 0.015632 | 0.013489 | 0.012446 | 0.019523 | 0.016330 | 0.014843 | 0.025816 | 0.020603 | 0.018325 | 0.3 | 0.015791 | 0.013608 | 0.012548 | 0.019767 | 0.016503 | 0.014986 | 0.026212 | 0.020874 | 0.018541 | 0.4 | 0.016018 | 0.013778 | 0.012693 | 0.020118 | 0.016750 | 0.015191 | 0.026837 | 0.021263 | 0.018851 | 0.5 | 0.016320 | 0.014003 | 0.012885 | 0.020587 | 0.017079 | 0.015463 | 0.027656 | 0.021786 | 0.019265 | 0.6 | 0.016703 | 0.014288 | 0.013127 | 0.021190 | 0.017499 | 0.015809 | 0.028722 | 0.022458 | 0.019795 | 0.7 | 0.017180 | 0.014639 | 0.013424 | 0.021947 | 0.018020 | 0.016237 | 0.030088 | 0.023306 | 0.020458 | 0.8 | 0.017764 | 0.015066 | 0.013784 | 0.022887 | 0.018661 | 0.016760 | 0.031824 | 0.024363 | 0.021279 | 0.9 | 0.018473 | 0.015579 | 0.014216 | 0.024051 | 0.019442 | 0.017393 | 0.034036 | 0.025677 | 0.022288 | 1.0 | 0.019332 | 0.016194 | 0.014730 | 0.025491 | 0.020392 | 0.018156 | 0.036877 | 0.027314 | 0.023529 | 1.1 | 0.020376 | 0.016931 | 0.015341 | 0.027286 | 0.021551 | 0.019079 | 0.040585 | 0.029370 | 0.025063 | 1.2 | 0.021650 | 0.017816 | 0.016070 | 0.029549 | 0.022973 | 0.020198 | 0.045541 | 0.031985 | 0.026977 | 1.3 | 0.023218 | 0.018884 | 0.016941 | 0.032446 | 0.024736 | 0.021566 | 0.052396 | 0.035374 | 0.029398 | 1.4 | 0.025174 | 0.020184 | 0.017990 | 0.036242 | 0.026953 | 0.023257 | 0.062361 | 0.039883 | 0.032519 | 1.5 | 0.027656 | 0.021786 | 0.019265 | 0.041372 | 0.029795 | 0.025377 | 0.077981 | 0.046101 | 0.036649 |
|
|