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 |