Research Article
On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance
Table 3
Ruin probabilities for XL reins. in DPM: Exp(0.5) claims (
).
| | | | | | |
| 0 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 2 | 0.5159 | 0.5159 | 0.5159 | 0.5155 | 0.5109 | 4 | 0.3467 | 0.3467 | 0.3466 | 0.3461 | 0.3399 | 6 | 0.2458 | 0.2458 | 0.2457 | 0.2451 | 0.2380 | 8 | 0.1759 | 0.1759 | 0.1758 | 0.1752 | 0.1674 | 10 | 0.1257 | 0.1258 | 0.1257 | 0.1250 | 0.1167 | 12 | 0.0901 | 0.0901 | 0.0901 | 0.0893 | 0.0807 | 14 | 0.0646 | 0.0646 | 0.0645 | 0.0638 | 0.0550 | 16 | 0.0463 | 0.0463 | 0.0463 | 0.0455 | 0.0365 | 18 | 0.0333 | 0.0333 | 0.0332 | 0.0324 | 0.0233 | 20 | 0.0240 | 0.0241 | 0.0240 | 0.0232 | 0.0140 |
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