The Compound Binomial Risk Model with Randomly Charging Premiums and Paying Dividends to Shareholders

Table 2

Exact values and asymptotic values for the ruin probability.

𝑢	𝑃=(0.9,0.015)		𝑃=(0.75,0.015)		𝑃=(0.75,0.055)		𝑃=(0.65,0.055)
	E.V	A.V	E.V	A.V	E.V	A.V	E.V	A.V
0	0.5011	—	0.5684	—	0.5791	—	0.6804	—
1	0.4992	—	0.5631	—	0.5747	—	0.6721	—
2	0.4816	—	0.5589	—	0.5704	—	0.6665	—
3	0.4781	—	0.5544	—	0.5658	—	0.6601	—
4	0.4636	—	0.5392	—	0.5601	—	0.6565	—
5	0.4601	—	0.5331	—	0.5548	—	0.6424	—
6	0.4557	0.4701	0.5288	0.5324	0.5503	0.4831	0.6301	0.6417
7	0.4516	0.4602	0.5034	0.5243	0.5482	0.5619	0.6295	0.6351
8	0.4494	0.4505	0.4985	0.5163	0.5435	0.5549	0.6206	0.6285
9	0.4373	0.4409	0.4916	0.5084	0.5401	0.5479	0.6156	0.6220
10	0.4264	0.4316	0.4884	0.5007	0.5384	0.5410	0.6104	0.6156
20	0.3095	0.3134	0.3856	0.3977	0.4452	0.4474	0.5243	0.5267
30	0.2503	0.2532	0.3385	0.3411	0.3939	0.3942	0.4710	0.4747
40	0.2027	0.2045	0.2914	0.2925	0.3465	0.3474	0.4254	0.4279
50	0.1641	0.1652	0.2501	0.2509	0.3056	0.3060	0.3829	0.3856
60	0.1332	0.1335	0.2152	0.2152	0.2695	0.2697	0.3467	0.3476
80	0.0871	0.0871	0.1583	0.1583	0.2092	0.2093	0.2816	0.2823
100	0.0568	0.0568	0.1164	0.1164	0.1625	0.1625	0.2292	0.2293