Subprime Risk and Insurance with Regret

Table 3

Computational results, source [6].

Parameters
𝑅1 ($)	90	70	60	50	40	30	20	10
Results
𝑆^𝑠1	0	10	20	30	40	50	60	70
Π^𝑠1	80	70	60	50	40	30	20	10
Π^𝑠1 as % of 80	100%	87.5%	75%	62.5%	50%	37.5%	25%	12.5%
𝑆^𝑐1	0	0	5	15	25	35	45	55
Π^𝑐1	65	65	60	50	40	30	20	10
Π^𝑐1 as % of 65	100%	100%	92.3%	76.9%	61.5%	46.2%	30.8%	15.4%