Premium Load Factor

Number of Moments

R1 × 104

R0 × 104

θ = 0.1

1

0.38

13.50

2

3.02

4.40

3

3.74

3.91

4

3.80

3.91

θ = 0.2

1

0.71

25.48

2

4.50

8.30

3

5.96

6.75

4

6.20

6.40

θ = 0.3

1

1.00

36.23

2

5.52

11.81

3

7.35

8.95

4

7.80

8.90

θ = 0.4

1

1.28

45.97

2

6.24

14.98

3

8.31

10.72

4

8.90

10.20