Table 3 Effect of the subsidy rate (\({R}_{S}\)) on the optimal guaranteed rate-setting (\(R\)).

From: Insurer green financing for a supply chain under cap-and-trade regulation: a capped call contingent claim analysis

 

(R (%), L)

\({R}_{S}\,({10}^{-2})\)

(2.50, 307)

(2.75, 323)

(3.00, 334)

(3.25, 341)

(3.50, 345)

(3.75, 347)

(4.00, 348)

 

\({\boldsymbol{\partial}} R/{\boldsymbol{\partial}} {R}_{S}({10}^{-7})\)

0.45→0.55

–

2.4770

0.0000

−1.1405

2.1903

0.0000

–

0.55→0.65

–

−1.2385

0.0000

1.1405

−3.2855

1.0521

–

0.65→0.75

–

2.4770

0.0000

0.0000

2.1903

−1.0521

–

0.75→0.85

–

−2.4770

0.0000

0.0000

−1.0952

1.0521

–

0.85→0.95

–

2.4770

0.0000

−1.1405

1.0952

−1.0521

–

0.95→1.05

–

−2.4770

0.0000

1.1405

−2.1903

1.0521

–

  1. See Table 1 for parameter values unless stated otherwise. Underlined values denote the values assessed at the optimal guaranteed rate.
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