Research Article
On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance
Table 2
Ruin probabilities for XL reins. in CLM:
claims (
).
| | | | | | |
| 0 | 0.6667 | 0.6667 | 0.6667 | 0.6667 | 0.6667 | 2 | 0.5634 | 0.5636 | 0.5637 | 0.5639 | 0.5641 | 4 | 0.5331 | 0.5335 | 0.5336 | 0.5338 | 0.5341 | 6 | 0.5198 | 0.5202 | 0.5204 | 0.5206 | 0.5210 | 8 | 0.5130 | 0.5134 | 0.5135 | 0.5138 | 0.5142 | 10 | 0.5090 | 0.5095 | 0.5096 | 0.5099 | 0.5103 | 12 | 0.5066 | 0.5070 | 0.5072 | 0.5074 | 0.5079 | 14 | 0.5050 | 0.5054 | 0.5056 | 0.5058 | 0.5063 | 16 | 0.5039 | 0.5043 | 0.5045 | 0.5048 | 0.5052 | 18 | 0.5031 | 0.5036 | 0.5037 | 0.5040 | 0.5044 | 20 | 0.5025 | 0.5030 | 0.5032 | 0.5034 | 0.5039 |
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