Research Article
On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance
Table 1
Ruin probabilities for XL reins. in CLM:
claims (
).
| | | | | | |
| 0 | 0.6667 | 0.6667 | 0.6667 | 0.6667 | 0.6667 | 2 | 0.4777 | 0.4777 | 0.4777 | 0.4777 | 0.4777 | 4 | 0.3423 | 0.3423 | 0.3423 | 0.3423 | 0.3422 | 6 | 0.2453 | 0.2453 | 0.2453 | 0.2453 | 0.2453 | 8 | 0.1757 | 0.1757 | 0.1757 | 0.1757 | 0.1757 | 10 | 0.1259 | 0.1259 | 0.1259 | 0.1259 | 0.1258 | 12 | 0.0902 | 0.0902 | 0.0902 | 0.0902 | 0.0901 | 14 | 0.0646 | 0.0646 | 0.0646 | 0.0646 | 0.0646 | 16 | 0.0463 | 0.0463 | 0.0463 | 0.0463 | 0.0462 | 18 | 0.0332 | 0.0332 | 0.0332 | 0.0332 | 0.0331 | 20 | 0.0238 | 0.0238 | 0.0238 | 0.0238 | 0.0237 |
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