Research Article
An Approximation of Minimum Initial Capital of Investment Discrete Time Surplus Process with Weibull Distribution in a Reinsurance Company
Table 6
The MIC of a reinsurance company has to hold for ensuring that the ruin probability is not greater than
.
| | Premium rate | MIC million Baht | MIC million Baht | | | |
| 0.1 | 4.9027 | 1642.3413 | 1622.0112 | 0.2 | 5.3484 | 1627.1924 | 1606.6316 | 0.3 | 5.7941 | 1615.2543 | 1594.3263 | 0.4 | 6.2398 | 1602.4812 | 1581.1251 | 0.5 | 6.6855 | 1589.8425 | 1567.9948 | 0.6 | 7.1312 | 1582.7270 | 1560.1270 | 0.7 | 7.5769 | 1574.8999 | 1551.4706 | 0.8 | 8.0226 | 1563.0873 | 1538.9719 | 0.9 | 8.4683 | 1555.8489 | 1530.7069 | 1.0 | 8.9140 | 1546.0777 | 1520.0044 |
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