Premium Load Factor

Number of Moments Used

R₁ ´ 10⁴

R₀ ´ 10⁴

θ = 0.1

2

3.32

4.35

3

3.81

3.91

4

3.84

3.87

θ = 0.2

2

5.15

8.12

3

6.21

6.72

4

6.27

6.32

θ = 0.3

2

6.37

11.43

3

7.79

8.87

4

8.20

8.40

θ = 0.4

2

7.26

14.38

3

8.90

10.58

4

9.40

9.80