Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

Table 1

Critical values under different , , and .

0.04	1.0	58.4220	112.7633	220.6081	374.8367
	1.5	42.1442	92.1720	204.3302	363.6570
	2.0	33.1076	79.8673	195.2936	357.7981
	2.5	27.3141	71.4591	189.5001	354.1869
	3.0	23.2686	65.2474	185.4547	351.7368
0.05	1.0	69.4389	125.9699	231.6250	382.8061
	1.5	50.5440	102.9948	212.7300	369.3314
	2.0	39.9502	89.2574	202.1362	362.2103
	2.5	33.1076	79.8673	195.2936	357.7981
	3.0	28.3015	72.9286	190.4876	354.7940
0.06	1	79.6701	137.8804	241.8561	390.4626
	1.5	58.4220	112.7633	220.6080	374.8367
	2	46.4156	97.7363	208.6016	366.5163
	2.5	38.6138	87.4613	200.7999	361.3366
	3	33.1076	79.8673	195.2936	357.7981