Individual approach (by risk class)

Integrated approach

A

B

C

A + B + C

B + C

(n, k)

Types of prior function

(150, 0)

(500, 1)

(350, 2)

(1000, 3)

(850, 3)

1) Uniform distribution

1.1) u = 1

Mean

1.87%

1.51%

2.64%

1.62%

1.80%

Median

1.07%

0.98%

1.87%

1.10%

1.24%

Mode

0.03%

0.30%

0.79%

0.45%

0.51%

Highest density interval

50%

0.03 - 1.06

0.07 - 0.99

0.24 - 2.02

0.15 - 1.18

0.17 - 1.36

75%

0.02 - 2.43

0.03 - 1.97

0.12 - 3.51

0.09 - 2.13

0.10 - 2.34

90%

0.01 - 4.51

0.02 - 3.35

0.06 - 5.57

0.03 - 3.47

0.07 - 3.86

95%

0.00 - 6.17

0.01 - 4.51

0.03 - 7.25

0.01 - 4.56

0.03 - 5.02

Standard deviation

2.21%

1.55%

2.34%

1.49%

1.64%

Coefficient of skewness

2.66

2.42

2.03

2.16

2.12

1.2) u = 0.25

Mean

1.87%

1.51%

2.64%

1.62%

1.80%

Median

1.07%

0.98%

1.87%

1.10%

1.24%

Mode

0.03%

0.30%

0.79%

0.45%

0.51%

Highest density interval

50%

0.03 - 1.06

0.07 - 0.99

0.24 - 2.02

0.15 - 1.18

0.17 - 1.36

75%

0.02 - 2.43

0.03 - 1.97

0.12 - 3.51

0.09 - 2.13

0.10 - 2.34

90%

0.01 - 4.51

0.02 - 3.35

0.06 - 5.57

0.03 - 3.47

0.07 - 3.86

95%

0.00 - 6.17

0.01 - 4.51

0.03 - 7.25

0.01 - 4.56

0.03 - 5.02

Standard deviation

2.20%

1.55%

2.34%

1.49%

1.64%

Coefficient of skewness

2.61

2.42

2.02

2.16

2.12

1.3) u = 0.1

Mean

1.74%

1.49%

2.47%

1.60%

1.77%

Median

1.04%

0.97%

1.85%

1.08%

1.22%

Mode

0.03%

0.30%

0.79%

0.44%

0.50%

Highest density interval

50%

0.03 - 1.05

0.07 - 0.97

0.29 - 1.99

0.16 - 1.17

0.18 - 1.34

75%

0.02 - 2.35

0.03 - 1.93

0.14 - 3.37

0.09 - 2.10

0.10 - 2.29

90%

0.01 - 4.22

0.02 - 3.31

0.07 - 5.28

0.03 - 3.42

0.08 - 3.78

95%

0.00 - 5.67

0.01 - 4.47

0.05 - 6.57

0.01 - 4.48

0.04 - 4.90

Standard deviation

1.83%

1.46%

1.97%

1.44%

1.55%

Coefficient of skewness

1.96

2.00

1.31

1.90

1.78

1.4) u = 0.01

Mean

0.44%

0.50%

0.59%

0.55%

0.57%

Median

0.37%

0.42%

0.61%

0.49%

0.53%

Mode

0.03%

0.30%

0.77%

0.46%

0.49%

Highest density interval

50%

0.03 - 0.35

0.17 - 0.51

0.63 - 1.00

0.29 - 0.64

0.37 - 0.72

75%

0.02 - 0.61

0.12 - 0.73

0.42 - 1.00

0.23 - 0.83

0.28 - 0.90

90%

0.01 - 0.82

0.09 - 0.89

0.26 - 1.00

0.20 - 0.95

0.21 - 1.00

95%

0.00 - 0.90

0.04 - 0.93

0.19 - 1.00

0.15 - 1.00

0.17 - 1.00

Standard deviation

0.28%

0.27%

0.25%

0.26%

0.26%

Coefficient of skewness

0.32

0.14

-0.21

0.01

0.07

2) Linear growth

2.1) u = 1

Mean

4.47%

3.10%

4.72%

2.99%

3.29%

Median

3.43%

2.42%

3.84%

2.40%

2.61%

Mode

1.52%

1.20%

2.23%

1.33%

1.49%

Highest density interval

50%

0.52 - 3.71

0.48 - 2.65

1.06 - 4.33

0.57 - 2.67

0.68 - 2.94

75%

0.23 - 6.10

0.25 - 4.23

0.63 - 6.52

0.36 - 4.11

0.40 - 4.50

90%

0.09 - 9.31

0.13 - 6.32

0.34 - 9.31

0.19 - 5.98

0.23 - 6.55

95%

0.07 - 11.76

0.07 - 7.89

0.23 - 11.36

0.11 - 7.34

0.17 - 8.06

Standard deviation

3.66%

2.42%

3.33%

2.18%

2.37%

Coefficient of skewness

1.66

1.61

1.42

1.45

1.44

2.2) u = 0.25

Mean

4.46%

3.10%

4.72%

2.99%

3.29%

Median

3.43%

2.42%

3.84%

2.40%

2.61%

Mode

1.52%

1.20%

2.23%

1.33%

1.51%

Highest density interval

50%

0.52 - 3.71

0.48 - 2.65

1.06 - 4.33

0.57 - 2.67

0.68 - 2.94

75%

0.23 - 6.10

0.25 - 4.23

0.63 - 6.52

0.36 - 4.11

0.40 - 4.50

90%

0.09 - 9.29

0.13 - 6.32

0.34 - 9.31

0.19 - 5.98

0.23 - 6.55

95%

0.07 - 11.71

0.07 - 7.89

0.23 - 11.30

0.11 - 7.34

0.17 - 8.06

Standard deviation

3.61%

2.42%

3.32%

2.18%

2.37%

Coefficient of skewness

1.56

1.61

1.40

1.45

1.44

2.3) u = 0.1

Mean

3.67%

2.93%

4.04%

2.89%

3.13%

Median

3.10%

2.34%

3.59%

2.36%

2.58%

Mode

1.51%

1.17%

2.22%

1.33%

1.50%

Highest density interval

50%

0.58 - 3.45

0.53 - 2.63

1.17 - 4.13

0.62 - 2.64

0.71 - 2.87

75%

0.29 - 5.34

0.27 - 4.07

0.71 - 5.85

0.39 - 4.03

0.43 - 4.40

90%

0.16 - 7.39

0.17 - 5.98

0.44 - 7.66

0.22 - 5.77

0.25 - 6.21

95%

0.09 - 8.42

0.10 - 7.23

0.38 - 8.63

0.15 - 6.97

0.20 - 7.38

Standard deviation

2.42%

2.07%

2.34%

1.98%

2.07%

Coefficient of skewness

0.68

1.06

0.59

1.10

0.99

2.4) u = 0.01

Mean

0.63%

0.65%

0.71%

0.67%

0.68%

Median

0.67%

0.68%

0.77%

0.70%

0.72%

Mode

1.00%

1.00%

1.00%

1.00%

1.00%

Highest density interval

50%

0.69 - 1.00

0.16 - 0.51

0.75 - 1.00

0.72 - 1.00

0.70 - 1.00

75%

0.44 - 1.00

0.10 - 0.73

0.60 - 1.00

0.51 - 1.00

0.57 - 1.00

90%

0.30 - 1.00

0.07 - 0.90

0.42 - 1.00

0.36 - 1.00

0.38 - 1.00

95%

0.17 - 1.00

0.05 - 0.93

0.31 - 1.00

0.29 - 1.00

0.30 - 1.00

Standard deviation

0.26%

0.24%

0.22%

0.23%

0.22%

Coefficient of skewness

-0.34

-0.37

-0.59

-0.44

-0.48

3) Linear decrease

3.1) u = 1

Mean

1.82%

1.49%

2.58%

1.59%

1.77%

Median

1.05%

0.94%

1.87%

1.10%

1.26%

Mode

0.06%

0.29%

0.80%

0.45%

0.53%

Highest density interval

50%

0.00 - 1.04

0.07 - 0.98

0.25 - 1.97

0.16 - 1.20

0.19 - 1.34

75%

0.00 - 2.37

0.02 - 1.91

0.12 - 3.43

0.10 - 2.09

0.09 - 2.33

90%

0.00 - 4.36

0.02 - 3.32

0.07 - 5.47

0.03 - 3.38

0.06 - 3.80

95%

0.00 - 6.00

0.01 - 4.46

0.02 - 7.07

0.01 - 4.45

0.03 - 4.91

Standard deviation

2.14%

1.52%

2.28%

1.47%

1.61%

Coefficient of skewness

2.65

2.41

2.03

2.16

2.12

3.2) u = 0.25

Mean

1.66%

1.41%

2.39%

1.52%

1.69%

Median

0.96%

0.93%

1.74%

1.05%

1.20%

Mode

0.04%

0.27%

0.76%

0.43%

0.49%

Highest density interval

50%

0.00 - 0.95

0.06 - 0.96

0.24 - 1.90

0.17 - 1.11

0.20 - 1.30

75%

0.00 - 2.14

0.03 - 1.80

0.12 - 3.00

0.10 - 1.95

0.10 - 2.25

90%

0.00 - 3.97

0.02 - 3.11

0.07 - 5.02

0.03 - 3.20

0.08 - 3.60

95%

0.00 - 5.40

0.01 - 4.20

0.03 - 6.45

0.01 - 4.23

0.05 - 4.61

Standard deviation

1.89%

1.42%

2.06%

1.38%

1.51%

Coefficient of skewness

2.47

2.35

1.94

2.13

2.08

3.3) u = 0.1

Mean

1.33%

1.24%

1.96%

1.35%

1.48%

Median

0.83%

0.80%

1.51%

0.97%

1.09%

Mode

0.03%

0.25%

0.72%

0.41%

0.46%

Highest density interval

50%

0.00 - 0.80

0.07 - 0.84

0.28 - 1.66

0.15 - 1.07

0.19 - 1.20

75%

0.00 - 1.77

0.03 - 1.61

0.12 - 2.70

0.10 - 1.79

0.10 - 1.97

90%

0.00 - 3.11

0.02 - 2.68

0.05 - 4.02

0.07 - 2.83

0.06 - 3.10

95%

0.00 - 4.17

0.01 - 3.57

0.03 - 5.01

0.05 - 3.67

0.03 - 3.92

Standard deviation

1.37%

1.16%

1.51%

1.15%

1.23%

Coefficient of skewness

1.93

1.93

1.38

1.81

1.71

3.4) u = 0.01

Mean

0.30%

0.35%

0.47%

0.40%

0.41%

Median

0.21%

0.27%

0.42%

0.32%

0.36%

Mode

0.01%

0.14%

0.33%

0.25%

0.27%

Highest density interval

50%

0.00 - 0.20

0.10 - 0.31

0.22 - 0.49

0.16 - 0.40

0.18 - 0.47

75%

0.00 - 0.39

0.07 - 0.48

0.15 - 0.62

0.11 - 0.54

0.13 - 0.60

90%

0.00 - 0.59

0.03 - 0.63

0.10 - 0.71

0.07 - 0.68

0.10 - 0.72

95%

0.00 - 0.70

0.02 - 0.70

0.07 - 0.79

0.04 - 0.75

0.06 - 0.78

Standard deviation

0.22%

0.22%

0.22%

0.21%

0.21%

Coefficient of skewness

0.81

0.58

0.25

0.43

0.38

4) Conservative

Mean

1.92%

1.54%

2.69%

1.64%

1.83%

Median

1.10%

0.97%

1.94%

1.12%

1.30%

Mode

0.05%

0.30%

0.78%

0.45%

0.51%

Highest density interval

50%

0.03 - 1.09

0.07 - 1.03

0.26 - 2.04

0.15 - 1.20

0.20 - 1.40

75%

0.02 - 2.47

0.03 - 1.98

0.11 - 3.60

0.10 - 2.17

0.10 - 2.42

90%

0.01 - 4.61

0.02 - 3.43

0.06 - 5.74

0.03 - 3.48

0.07 - 3.93

95%

0.00 - 6.40

0.01 - 4.62

0.03 - 7.45

0.01 - 4.62

0.03 - 5.11

Standard deviation

2.28%

1.58%

2.41%

1.52%

1.67%

Coefficient of skewness

2.67

2.42

2.03

2.16

2.12

5) Immoderate

Mean

0.38%

0.49%

1.09%

0.66%

0.75%

Median

0.10%

0.19%

0.62%

0.35%

0.42%

Mode

0.02%

0.02%

0.13%

0.10%

0.11%

Highest density interval

50%

0.03 - 0.08

0.03 - 0.19

0.03 - 0.60

0.03 - 0.37

0.03 - 0.41

75%

0.02 - 0.32

0.02 - 0.54

0.02 - 1.36

0.02 - 0.80

0.02 - 0.90

90%

0.01 - 0.90

0.01 - 1.17

0.01 - 2.53

0.01 - 1.47

0.01 - 1.70

95%

0.00 - 1.53

0.00 - 1.72

0.00 - 3.51

0.00 - 2.13

0.00 - 2.38

Standard deviation

0.75%

0.71%

1.30%

0.79%

0.89%

Coefficient of skewness

5.84

4.07

3.09

3.31

3.21

6) Expert judgement

6.1) Base scenario

Mean

2.84%

2.66%

2.94%

2.64%

2.70%

Median

2.57%

2.40%

2.64%

2.39%

2.46%

Mode

2.50%

2.33%

2.50%

2.31%

2.44%

Highest density interval

50%

1.67 - 2.87

1.60 - 2.72

1.76 - 3.03

1.62 - 2.73

1.67 - 2.78

75%

1.33 - 3.54

1.30 - 2.99

1.41 - 3.73

1.27 - 3.25

1.30 - 3.36

90%

1.17 - 4.48

1.11 - 4.10

1.20 - 4.58

1.12 - 4.07

1.13 - 4.14

95%

1.10 - 5.07

1.07 - 4.69

1.10 - 5.21

1.07 - 4.62

1.09 - 4.80

Standard deviation

1.13%

1.03%

1.14%

1.02%

1.04%

Coefficient of skewness

0.98

1.09

0.92

1.10

1.06

6.2) Beta distribution as a proxy

Mean

2.86%

2.67%

2.97%

2.66%

2.72%

Median

2.66%

2.47%

2.79%

2.48%

2.53%

Mode

2.40%

2.22%

2.51%

2.21%

2.27%

Highest density interval

50%

1.80 - 3.16

1.64 - 2.90

1.88 - 3.25

1.66 - 2.92

1.71 - 2.98

75%

1.40 - 3.80

1.31 - 3.57

1.53 - 3.92

1.30 - 3.53

1.34 - 3.57

90%

1.10 - 4.55

1.02 - 4.26

1.20 - 4.67

1.01 - 4.19

1.04 - 4.30

95%

0.90 - 5.05

0.87 - 4.76

1.00 - 5.14

0.86 - 4.70

0.90 - 4.79

Standard deviation

1.13%

1.06%

1.12%

1.04%

1.06%

Coefficient of skewness

0.79

0.81

0.77

0.80

0.80

6.3) Normal distribution as a proxy

Mean

2.10%

1.86%

2.61%

1.95%

2.09%

Median

1.73%

1.48%

2.32%

1.61%

1.76%

Mode

0.04%

0.50%

1.67%

0.74%

0.97%

Highest density interval

50%

0.03 - 1.70

0.16 - 1.59

0.83 - 2.77

0.28 - 1.77

0.40 - 1.99

75%

0.02 - 3.02

0.07 - 2.61

0.44 - 3.76

0.16 - 2.75

0.19 - 2.97

90%

0.01 - 4.33

0.03 - 3.80

0.21 - 4.83

0.10 - 3.84

0.10 - 4.07

95%

0.00 - 5.11

0.01 - 4.55

0.13 - 5.52

0.07 - 4.56

0.07 - 4.78

Standard deviation

1.60%

1.40%

1.56%

1.36%

1.40%

Coefficient of skewness

0.94

1.10

0.78

1.07

0.99