Research Article
On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance
Table 5
Asympt. ruin prob. for CLM with proportional reins. (Pareto claims) (
).
| | | | | | | |
| 0 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 2 | 0.3333 | 0.2308 | 0.0909 | 0.0244 | 0.0062 | 0.0016 | 4 | 0.2000 | 0.1304 | 0.0476 | 0.0123 | 0.0031 | 0.0008 | 6 | 0.1429 | 0.0909 | 0.0323 | 0.0083 | 0.0021 | 0.0005 | 8 | 0.1111 | 0.0698 | 0.0244 | 0.0062 | 0.0016 | 0.0004 | 10 | 0.0909 | 0.0566 | 0.0196 | 0.0050 | 0.0012 | 0.0003 | 12 | 0.0769 | 0.0476 | 0.0164 | 0.0041 | 0.0010 | 0.0003 | 14 | 0.0667 | 0.0411 | 0.0141 | 0.0036 | 0.0009 | 0.0002 | 16 | 0.0588 | 0.0361 | 0.0123 | 0.0031 | 0.0008 | 0.0002 | 18 | 0.0526 | 0.0323 | 0.0110 | 0.0028 | 0.0007 | 0.0002 | 20 | 0.0476 | 0.0291 | 0.0099 | 0.0025 | 0.0006 | 0.0002 |
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