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Theory and Modern Applications

Table 1 Influence of u and r on \(\pmb{V_{13}(u,b)}\) with \(\pmb{b=2.8}\) , \(\pmb{\triangle=1.5}\) , \(\pmb{\alpha=0.03}\) , \(\pmb{\mu=1}\) , \(\pmb{\lambda=1}\) , \(\pmb{c=1.5}\) , \(\pmb{\beta=0.09}\)

From: Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves

u r

0.03

0.04

0.05

0.06

0.07

0.08

1.6

27.8537

28.1717

28.4903

28.8095

29.1294

29.4498

1.7

27.9233

28.2420

28.5614

28.8813

29.2018

29.5230

1.8

27.9961

28.3155

28.6355

28.9562

29.2744

29.5992

1.9

28.0719

28.3920

28.7127

29.0340

29.3559

29.6784

2.0

28.1507

28.4714

28.7928

29.1147

29.4372

29.7603

2.1

28.2323

28.5537

28.8756

29.1981

29.5212

29.8449

2.2

28.3167

28.6386

28.9610

29.2840

29.6077

29.9318

2.3

28.4038

28.7261

29.0490

29.3725

29.6965

30.0212

2.4

28.4933

28.8161

29.1394

29.4632

29.7877

30.1127