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

Table 3

Exact values and asymptotic values for the distribution function of the deficit at ruin.

𝑢	𝑃=(0.75,0.015)				𝑃=(0.65,0.055)
	𝑧=10		𝑧=15		𝑧=10		𝑧=15
	E.V	A.V	E.V	A.V	E.V	A.V	E.V	A.V
0	0.6387	—	0.4492	—	0.6523	—	0.5457	—
1	0.6236	—	0.4406	—	0.6434	—	0.5347	—
2	0.6129	—	0.4351	—	0.6347	—	0.5238	—
3	0.6012	—	0.4273	—	0.6265	—	0.5124	—
4	0.5984	—	0.4198	—	0.6153	—	0.5004	—
5	0.5837	—	0.4102	—	0.6048	—	0.4961	—
6	0.5710	0.5894	0.4064	0.4219	0.5937	0.6174	0.4874	0.4984
7	0.5654	0.5804	0.4009	0.4155	0.5895	0.6110	0.4806	0.4932
8	0.5635	0.5716	0.3995	0.4091	0.5843	0.6047	0.4754	0.4881
9	0.5578	0.5629	0.3953	0.4029	0.5804	0.5984	0.4705	0.4831
10	0.5499	0.5543	0.3894	0.3968	0.5776	0.5923	0.4659	0.4781
20	0.4359	0.4403	0.3103	0.3152	0.4971	0.5068	0.3947	0.4091
30	0.3738	0.3776	0.2674	0.2703	0.4502	0.4567	0.3604	0.3687
40	0.3201	0.3239	0.2286	0.2318	0.4074	0.4117	0.3294	0.3323
50	0.2754	0.2778	0.1964	0.1988	0.3683	0.3710	0.2957	0.2995
60	0.2364	0.2383	0.1688	0.1705	0.3305	0.3344	0.2673	0.2699
80	0.1746	0.1753	0.1246	0.1255	0.2704	0.2716	0.2184	0.2193
100	0.1287	0.1289	0.0920	0.0923	0.2206	0.2207	0.1779	0.1781