Table 5 Numerical results corresponding to Fig. 8
From: A Stackelberg reinsurance-investment game with derivatives trading
t | 0 | 1 | 2 | 3 | 4 | 5 |
|---|---|---|---|---|---|---|
K | 0.5294 | 0.5294 | 0.5294 | 0.5294 | 0.5294 | 0.5294 |
\(N^{\theta _{F}}(t)\) | 0.1623 | 0.1706 | 0.1793 | 0.1885 | 0.1982 | 0.2083 |
\(N^{\bar{\theta}}(t)\) | 0.4868 | 0.5117 | 0.5379 | 0.5655 | 0.5945 | 0.6250 |
\(p^{\ast}(t)\) | 16.0000 | 16.0000 | 15.8097 | 15.2337 | 14.6859 | 14.1647 |
\(q^{\ast}(t)\) | 0.6578 | 0.6745 | 0.6863 | 0.6863 | 0.6863 | 0.6863 |