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%

Matching percentile

77.91

82.62

80.71

84.17

83.62

1.2) u = 0.25

Mean

1.87%

1.51%

2.64%

1.62%

1.80%

Matching percentile

77.89

82.62

80.70

84.17

83.62

1.3) u = 0.1

Mean

1.74%

1.49%

2.47%

1.60%

1.77%

Matching percentile

76.00

82.19

78.76

83.91

83.19

1.4) u = 0.01

Mean

0.44%

0.50%

0.59%

0.55%

0.57%

Matching percentile

38.05

48.06

28.29

47.85

43.61

2) Linear growth

2.1) u = 1

Mean

4.47%

3.10%

4.72%

2.99%

3.29%

Matching percentile

94.38

95.34

93.76

95.41

95.11

2.2) u = 0.25

Mean

4.46%

3.10%

4.72%

2.99%

3.29%

Matching percentile

94.33

95.34

93.75

95.41

95.11

2.3) u = 0.1

Mean

3.67%

2.93%

4.04%

2.89%

3.13%

Matching percentile

91.72

94.68

91.12

95.01

94.48

2.4) u = 0.01

Mean

0.63%

0.65%

0.71%

0.67%

0.68%

Matching percentile

47.19

56.67

33.88

55.27

50.52

3) Linear decrease

3.1) u = 1

Mean

1.82%

1.49%

2.58%

1.59%

1.77%

Matching percentile

77.22

82.21

80.06

83.81

83.21

3.2) u = 0.25

Mean

1.66%

1.41%

2.39%

1.52%

1.69%

Matching percentile

74.81

80.83

77.70

82.59

81.81

3.3) u = 0.1

Mean

1.33%

1.24%

1.96%

1.35%

1.48%

Matching percentile

68.75

77.24

71.00

79.31

78.01

3.4) u = 0.01

Mean

0.30%

0.35%

0.47%

0.40%

0.41%

Matching percentile

28.91

37.15

21.48

36.75

32.93

4) Conservative

Mean

1.92%

1.54%

2.69%

1.64%

1.83%

Matching percentile

78.61

83.03

81.36

84.54

84.02

5) Immoderate

Mean

0.38%

0.49%

1.09%

0.66%

0.75%

Matching percentile

34.17

47.49

49.17

54.52

53.96

6) Expert judgement

6.1) Base scenario (a)

Mean

2.84%

2.66%

2.94%

2.64%

2.70%

Matching percentile

87.35

93.45

83.80

93.82

92.30

6.2) Beta distribution as a proxy

Mean

2.86%

2.67%

2.97%

2.66%

2.72%

Matching percentile

87.45

93.51

84.05

93.91

92.43

6.3) Normal distribution as a proxy

Mean

2.10%

1.86%

2.61%

1.95%

2.09%

Matching percentile

80.76

87.38

80.41

88.52

87.33

6.4) Alternative base scenario (b)

Mean

1.01%

1.01%

1.08%

1.02%

1.04%

Matching percentile

60.96

71.12

48.77

70.38

66.02

7) Beta distribution based on EDR

Mean

0.38%

0.50%

1.11%

0.67%

0.76%

Matching percentile

34.54

47.88

49.87

54.95

54.43

EDR

0.00%

0.20%

0.57%

0.30%

0.35%

Matching percentile

0.05

22.51

27.39

27.92

28.18

Practical rule

k = 0

Mean

1.87%

-

-

-

-

Matching percentile

77.91

-

-

-

-

k = 1, 2, 3

Minimum bound (97.5%)

-

0.81%

1.66%

0.85%

0.98%

Matching percentile

-

64.31

65.03

63.83

64.03

Maximum bound (99.9%)

-

1.00%

1.95%

0.96%

1.12%

Matching percentile

-

71.02

70.83

68.35

68.65