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Theory and Modern Applications

Table 3 Influence of u and on \(\pmb{V_{13}(u,b)}\) with \(\pmb{b=2.8}\) , \(\pmb{\alpha=0.03}\) , \(\pmb{\mu=1}\) , \(\pmb{\lambda=1}\) , \(\pmb{c=1.5}\) , \(\pmb{\beta=0.09}\) , \(\pmb{r=0.04}\)

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

u

0.9

1.1

1.3

1.5

1.7

1.9

1.6

20.8956

22.6238

24.9465

28.1717

32.8679

40.2129

1.7

20.9881

22.7109

25.0265

28.2420

32.9245

40.2483

1.8

21.0815

22.7994

25.1086

28.3155

32.9857

40.2906

1.9

21.1756

22.8892

25.1928

28.3920

33.0512

40.3394

2.0

21.2706

22.9803

25.2789

28.4714

33.1211

40.3944

2.1

21.3662

23.0727

25.3669

28.5537

33.1950

40.4556

2.2

21.4625

23.1662

25.4568

28.6386

33.2779

40.5256

2.3

21.5594

23.2608

25.5484

28.7261

33.3545

40.5952

2.4

21.6570

23.3565

25.6417

28.8161

33.4398

40.6732