Case | Confidence interval | VaR (99.9%) | Length | |
Aggregate | $1040697.00 | $1230492.00 | $1162215.00 | 15% |
Scenario analysis | $2570297.00 | $2876469.00 | $2759640.00 | 12% |
Bayesian unknowm l | $1084427.00 | $1257414.00 | $1172801.00 | 16% |
Bayesian unknown m | $1045412.00 | $1183887.00 | $1118045.00 | 13% |
Bayesian unknowm l and m | $1114267.00 | $1249999.00 | $1175326.00 | 12% |
MCMC l | $1025132.00 | $1188600.00 | $1083511.00 | 16% |
MCMC l, m | $1169519.00 | $1347836.00 | $1253938.00 | 15% |
MCMC l, m, s | $1678124.00 | $1912897.00 | $1769198.00 | 14% |