Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

Table 3

Values of   for different , , , and under the stochastic interest rate model.

0.04	0.0025	1.0	17.6555	17.1858	17.1404	17.0952	16.3264	15.5610
		1.5	17.9455	17.2257	17.1572	17.0894	15.9653	14.9034
		2.0	18.2466	17.2658	17.1742	17.0836	15.6220	14.3099
		2.5	18.5594	17.3063	17.1911	17.0777	15.2955	13.7724
		3.0	18.8846	17.3470	17.2082	17.0719	14.9847	13.2841
	0.0030	1.0	17.7910	17.2209	17.1661	17.1117	16.1959	15.3034
		1.5	18.1578	17.2788	17.1960	17.1142	15.7799	14.5580
		2.0	18.5423	17.3373	17.2262	17.1167	15.3876	13.8964
		2.5	18.9457	17.3963	17.2565	17.1192	15.0174	13.3065
		3.0	19.3692	17.4561	17.2871	17.1218	14.6677	12.7783
	Nonrandom		17.1069
0.05	0.0025	1.0	15.6838	15.3024	15.2655	15.2288	14.6025	13.9766
		1.5	15.9182	15.3342	15.2786	15.2234	14.3070	13.4364
		2.0	16.1614	15.3662	15.2917	15.2180	14.0256	12.9470
		2.5	16.4137	15.3984	15.3049	15.2127	13.7575	12.5021
		3.0	16.6756	15.4308	15.3181	15.2073	13.5017	12.0964
	0.0030	1.0	15.7932	15.3304	15.2859	15.2416	14.4955	13.7650
		1.5	16.0893	15.3765	15.3092	15.2427	14.1546	13.1514
		2.0	16.3993	15.4230	15.3328	15.2438	13.8326	12.6044
		2.5	16.7241	15.4701	15.3565	15.2450	13.5281	12.1146
		3.0	17.0646	15.5176	15.3804	15.2461	13.2398	11.6740
	Nonrandom		15.2396