Research Article
A Dependent Insurance Risk Model with Surrender and Investment under the Thinning Process
Table 1
The upper bound of the ruin probability.
| | | | | | | | | | | | | | |
| 1/1000 | | 0.3677 | 0.3326 | 0.3010 | 0.2723 | 0.2464 | 0.2229 | 0.2017 | 0.1825 | 0.1651 | 0.1325 | 0.00004 | 1/1100 | | 0.4027 | 0.3677 | 0.3357 | 0.3065 | 0.2799 | 0.2555 | 0.2333 | 0.2130 | 0.1945 | 0.1622 | 0.00011 | 1/1200 | | 0.4344 | 0.3997 | 0.3677 | 0.3383 | 0.3112 | 0.2863 | 0.2634 | 0.2423 | 0.2230 | 0.1887 | 0.00024 | 1/1300 | | 0.4632 | 0.4289 | 0.3971 | 0.3677 | 0.3405 | 0.3152 | 0.2919 | 0.2703 | 0.2503 | 0.2146 | 0.00045 | 1/1400 | | 0.4894 | 0.4556 | 0.4242 | 0.3950 | 0.3677 | 0.3424 | 0.3187 | 0.2968 | 0.2763 | 0.2395 | 0.00079 | 1/1500 | | 0.5133 | 0.4802 | 0.4492 | 0.4202 | 0.3931 | 0.3667 | 0.3440 | 0.3218 | 0.3010 | 0.2635 | 0.0013 | 1/1600 | | 0.5351 | 0.5027 | 0.4722 | 0.4436 | 0.4167 | 0.3915 | 0.3677 | 0.3455 | 0.3245 | 0.2864 | 0.0019 | 1/1700 | | 0.5552 | 0.5235 | 0.4935 | 0.4653 | 0.4387 | 0.4137 | 0.3900 | 0.3667 | 0.3467 | 0.3082 | 0.0028 | 1/1800 | | 0.5736 | 0.5426 | 0.5133 | 0.4856 | 0.4953 | 0.4345 | 0.4110 | 0.3888 | 0.3678 | 0.3291 | 0.0039 | 1/1900 | | 0.5907 | 0.5604 | 0.5316 | 0.5044 | 0.4785 | 0.4540 | 0.4307 | 0.4086 | 0.3876 | 0.3489 | 0.0052 | 1/2000 | | 0.6064 | 0.5769 | 0.5487 | 0.5219 | 0.4965 | 0.4723 | 0.4492 | 04273 | 0.4065 | 0.3678 | 0.0067 |
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