On the Expected Discounted Penalty Function Using Physics-Informed Neural Network

Table 2

Numerical results of asymptotics of .

u	Asymptotics for case 1	Asymptotics for case 2	Asymptotics for case 3
10	0.001022412	0.041198956	0.000995239
20	0.000925132	0.037279002	0.000900545
30	0.000837109	0.033732019	0.000814861
40	0.000757460	0.030522521	0.000737329
50	0.000685390	0.027618397	0.000667175
60	0.000620178	0.024990591	0.000603695
70	0.000561170	0.022612813	0.000546255
80	0.000507776	0.020461273	0.000494281
90	0.000459463	0.018514446	0.000447252
100	0.000415746	0.016752854	0.000404697