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Theory and Modern Applications

Table 2 Influence of u and β on \(\pmb{V_{13}(u,b)}\) with \(\pmb{b=2.8}\) , \(\pmb{\triangle=1.5}\) , \(\pmb{\alpha=0.03}\) , \(\pmb{\mu=1}\) , \(\pmb{\lambda=1}\) , \(\pmb{c=1.5}\) , \(\pmb{r=0.04}\)

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

u β

0.09

0.10

0.11

0.12

0.13

0.14

1.6

28.1717

27.1050

26.1146

25.1984

24.3525

23.5719

1.7

28.2420

27.1783

26.1906

25.2769

24.4333

23.6549

1.8

28.3155

27.2544

26.2691

25.3577

24.5162

23.7396

1.9

28.3920

27.3332

26.3501

25.4407

24.6010

23.8262

2.0

28.4714

27.4147

26.4334

25.5258

24.6877

23.9144

2.1

28.5537

27.4987

26.5191

25.6129

24.7763

24.0042

2.2

28.6386

27.5851

26.6069

25.7020

24.8666

24.0956

2.3

28.7261

27.6738

29.6968

25.7930

24.9585

24.1884

2.4

28.8161

27.7648

26.7887

25.8857

25.0521

24.2827