Mathematical Problems in Engineering / 2011 / Article / Tab 1

Research Article

Approximation for the Finite-Time Ruin Probability of a General Risk Model with Constant Interest Rate and Extended Negatively Dependent Heavy-Tailed Claims

Table 1

Comparison between the analog value and the theoretical result in Theorem 2.2.

π‘₯ ( Γ— 1 0 3 ) Theoretical result Analog value

0.5 3 . 2 8 4 6 𝑒 βˆ’ 6 3 . 8 1 2 0 𝑒 βˆ’ 6 ( 1 6 . 1 % )
1 8 . 2 2 7 0 𝑒 βˆ’ 7 9 . 1 1 0 0 𝑒 βˆ’ 7 ( 1 0 . 7 % )
2 2 . 0 5 8 6 𝑒 βˆ’ 7 2 . 2 3 0 0 𝑒 βˆ’ 7 ( 8 . 3 % )
5 3 . 2 9 5 6 𝑒 βˆ’ 8 3 . 5 0 0 0 𝑒 βˆ’ 8 ( 6 . 2 % )