Value of initial surplus u (Rs in Lakhs)

Lower bound to the probability of ruin

Upper bound to the probability of ruin

Probability of ultimate ruin

Upper bound to the error of estimation

10

20

30

40

50

60

70

80

90

100

200

500

1000

1.142307e−01

1.625645e−02

2.154203e−03

2.655454e−04

3.038352e−05

3.226737e−05

3.176367e−07

2.895590e−08

2.442391e−09

1.904733e−10

1.916410e−23

1.378756e−81

1.854485e−175

1.226913e−01

2.152154e−02

4.033019e−03

8.060850e−04

1.715703e−04

3.882505e−05

9.325516e−06

2.373527e−06

6.390523e−07

1.816993e−07

8.640573e−12

2.823172e−17

7.133608e−19

1.184610e−01

1.888890e−02

3.093611e−03

5.357697e−04

1.009769e−04

2.102589e−05

4.821576e−06

1.201242e−06

3.207473e−07

9.094491e−08

4.320286e−12

1.411586e−17

3.566804e−19

8.460656e−03

5.265093e−03

1.878815e−03

5.406304e−04

1.411867e−04

3.559831e−05

9.007879e−06

2.344572e−06

6.366099e−07

1.815089e−07

8.640573e−12

2.823172e−17

7.133608e−19