On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance

Table 4

Ruin probabilities for XL reins. in DPM: Par claims ().

0	1.0000	1.0000	1.0000	1.0000	1.0000
2	0.2026	0.2029	0.2027	0.2022	0.1973
4	0.0744	0.0747	0.0745	0.0740	0.0683
6	0.0401	0.0405	0.0403	0.0397	0.0338
8	0.0257	0.0260	0.0258	0.0252	0.0192
10	0.0171	0.0174	0.0172	0.0167	0.0106
12	0.0124	0.0127	0.0125	0.0119	0.0058
14	0.0093	0.0096	0.0094	0.0088	0.0027
16	0.0072	0.0075	0.0073	0.0067	0.0006
18	0.0058	0.0061	0.0059	0.0054	0.0008
20	0.0050	0.0054	0.0052	0.0042	0.0015