Case | Confidence interval | VaR (99.9%) | Length | |
Aggregate | $1040697.00 | $1230492.00 | $1162215.00 | 15.42% |
Scenario analysis | $6094853.00 | $7171522.00 | $6592086.00 | 15.01% |
Bayesian unknowm l | $1053861.00 | $1184129.00 | $1117821.00 | 11.00% |
Bayesian unknown m | $1097195.00 | $1268136.00 | $1188079.00 | 13.48% |
Bayesian unknowm l and m | $1141767.00 | $1318781.00 | $1199000.00 | 13.42% |
MCMC l | $944793.10 | $1101274.00 | $1000527.00 | 14.21% |
MCMC l, m | $1098930.00 | $1244564.00 | $1167060.00 | 11.70% |
MCMC l, m, s | $2839706.00 | $3310579.00 | $3061151.00 | 14.22% |