On the Expected Discounted Penalty Function for a Markov Regime-Switching Insurance Risk Model with Stochastic Premium Income

Table 3

Exact values of 𝜙₂(𝑢) under different stochastic interest models.

					𝑢=2
𝛽		𝛿=2.5			𝛿=2			𝛿=1.5
	𝛾=0	𝛾=0.5	𝛾=1	𝛾=0	𝛾=0.5	𝛾=1	𝛾=0	𝛾=0.5	𝛾=1
0.0	0.005920	0.004946	0.004485	0.007770	0.006244	0.005557	0.010942	0.008300	0.007190
0.1	0.005934	0.004956	0.004494	0.007794	0.006260	0.005570	0.010984	0.008327	0.007211
0.2	0.005978	0.004988	0.004521	0.007865	0.006309	0.005609	0.011114	0.008407	0.007273
0.3	0.006053	0.005042	0.004566	0.007986	0.006391	0.005676	0.011337	0.008543	0.007379
0.4	0.006160	0.005119	0.004631	0.008162	0.006509	0.005772	0.011662	0.008741	0.007532
0.5	0.006304	0.005222	0.004716	0.008399	0.006667	0.005899	0.012103	0.009008	0.007737
0.6	0.006487	0.005353	0.004825	0.008704	0.006870	0.006062	0.012683	0.009354	0.008001
0.7	0.006716	0.005515	0.004959	0.009091	0.007124	0.006265	0.013433	0.009793	0.008334
0.8	0.006999	0.005713	0.005122	0.009575	0.007438	0.006514	0.014397	0.010346	0.008749
0.9	0.007345	0.005953	0.005320	0.010181	0.007824	0.006819	0.015640	0.011041	0.009266
1.0	0.007770	0.006244	0.005557	0.010942	0.008300	0.007190	0.017263	0.011918	0.009909
1.1	0.008290	0.006596	0.005842	0.011903	0.008888	0.007644	0.019418	0.013038	0.010715
1.2	0.008938	0.007024	0.006185	0.013136	0.009620	0.008203	0.022356	0.014486	0.011737
1.3	0.009747	0.007548	0.006601	0.014744	0.010542	0.008896	0.026513	0.016401	0.013053
1.4	0.010774	0.008196	0.007109	0.016898	0.011724	0.009767	0.032707	0.019007	0.014785
1.5	0.012103	0.009008	0.007737	0.019881	0.013271	0.010881	0.042680	0.022692	0.017132