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

0.67%

0.40%

0.85%

0.40%

0.47%

Median

0.43%

0.28%

0.70%

0.33%

0.39%

Mode

0.02%

0.17%

0.57%

0.31%

0.34%

Highest density interval

50%

0.03 - 0.43

0.12 - 0.33

0.35 - 0.89

0.18 - 0.37

0.26 - 0.50

75%

0.02 - 0.89

0.07 - 0.53

0.23 - 1.14

0.15 - 0.53

0.18 - 0.63

90%

0.01 - 1.47

0.03 - 0.73

0.13 - 1.51

0.13 - 0.66

0.12 - 0.79

95%

0.00 - 1.91

0.02 - 0.88

0.07 - 1.77

0.09 - 0.74

0.10 - 0.88

Standard deviation

0.65%

0.28%

0.49%

0.20%

0.23%

Coefficient of skewness

1.96

1.41

1.14

0.99

0.99

1.2) u = 0.25

Mean

0.67%

0.40%

0.85%

0.40%

0.47%

Median

0.43%

0.28%

0.70%

0.33%

0.39%

Mode

0.02%

0.17%

0.57%

0.31%

0.34%

Highest density interval

50%

0.03 - 0.43

0.12 - 0.33

0.35 - 0.89

0.18 - 0.37

0.26 - 0.50

75%

0.02 - 0.89

0.07 - 0.53

0.23 - 1.14

0.15 - 0.53

0.18 - 0.63

90%

0.01 - 1.47

0.03 - 0.73

0.13 - 1.51

0.13 - 0.66

0.12 - 0.79

95%

0.00 - 1.91

0.02 - 0.88

0.07 - 1.77

0.09 - 0.74

0.10 - 0.88

Standard deviation

0.65%

0.28%

0.49%

0.20%

0.23%

Coefficient of skewness

1.96

1.41

1.14

0.99

0.99

1.3) u = 0.1

Mean

0.67%

0.40%

0.85%

0.40%

0.47%

Median

0.43%

0.28%

0.70%

0.33%

0.39%

Mode

0.02%

0.17%

0.57%

0.31%

0.34%

Highest density interval

50%

0.03 - 0.43

0.12 - 0.33

0.35 - 0.89

0.18 - 0.37

0.26 - 0.50

75%

0.02 - 0.89

0.07 - 0.53

0.23 - 1.14

0.15 - 0.53

0.18 - 0.63

90%

0.01 - 1.47

0.03 - 0.73

0.13 - 1.51

0.13 - 0.66

0.12 - 0.79

95%

0.00 - 1.91

0.02 - 0.88

0.07 - 1.77

0.09 - 0.74

0.10 - 0.88

Standard deviation

0.67%

0.28%

0.49%

0.20%

0.23%

Coefficient of skewness

1.75

1.41

1.14

0.99

0.99

1.4) u = 0.01

Mean

0.40%

0.37%

0.57%

0.39%

0.45%

Median

0.27%

0.28%

0.60%

0.33%

0.40%

Mode

0.01%

0.20%

0.63%

0.30%

0.35%

Highest density interval

50%

0.03 - 0.27

0.10 - 0.32

0.41 - 0.76

0.20 - 0.37

0.27 - 0.48

75%

0.02 - 0.54

0.05 - 0.49

0.36 - 0.90

0.17 - 0.53

0.18 - 0.59

90%

0.01 - 0.79

0.03 - 0.64

0.30 - 1.00

0.13 - 0.63

0.13 - 0.73

95%

0.00 - 0.86

0.02 - 0.77

0.21 - 1.00

0.10 - 0.70

0.11 - 0.81

Standard deviation

0.27%

0.23%

0.24%

0.19%

0.20%

Coefficient of skewness

0.52

0.72

−0.10

0.70

0.50

2) Linear growth

2.1) u = 1

Mean

1.31%

0.60%

1.13%

0.50%

0.59%

Median

1.07%

0.51%

0.97%

0.43%

0.49%

Mode

0.64%

0.38%

0.85%

0.40%

0.46%

Highest density interval

50%

0.29 - 1.23

0.27 - 0.58

0.54 - 1.17

0.30 - 0.53

0.35 - 0.63

75%

0.16 - 1.79

0.17 - 0.78

0.37 - 1.53

0.23 - 0.64

0.25 - 0.76

90%

0.07 - 2.53

0.11 - 1.03

0.29 - 1.93

0.16 - 0.78

0.21 - 0.95

95%

0.03 - 3.03

0.06 - 1.23

0.23 - 2.21

0.13 - 0.92

0.15 - 1.07

Standard deviation

0.92%

0.34%

0.56%

0.22%

0.26%

Coefficient of skewness

1.37

1.14

0.98

0.89

0.88

2.2) u = 0.25

Mean

1.31%

0.60%

1.13%

0.50%

0.59%

Median

1.07%

0.51%

0.97%

0.43%

0.49%

Mode

0.64%

0.38%

0.85%

0.40%

0.46%

Highest density interval

50%

0.29 - 1.23

0.27 - 0.58

0.54 - 1.17

0.30 - 0.53

0.35 - 0.63

75%

0.16 - 1.79

0.17 - 0.78

0.37 - 1.53

0.23 - 0.64

0.25 - 0.76

90%

0.07 - 2.53

0.11 - 1.03

0.29 - 1.93

0.16 - 0.78

0.21 - 0.95

95%

0.03 - 3.03

0.06 - 1.23

0.23 - 2.21

0.13 - 0.92

0.15 - 1.07

Standard deviation

0.92%

0.34%

0.56%

0.22%

0.26%

Coefficient of skewness

1.37

1.14

0.98

0.89

0.88

2.3) u = 0.1

Mean

1.31%

0.60%

1.13%

0.50%

0.59%

Median

1.07%

0.51%

0.97%

0.43%

0.49%

Mode

0.64%

0.38%

0.85%

0.40%

0.46%

Highest density interval

50%

0.29 - 1.23

0.27 - 0.58

0.54 - 1.17

0.30 - 0.53

0.35 - 0.63

75%

0.16 - 1.79

0.17 - 0.78

0.37 - 1.53

0.23 - 0.64

0.25 - 0.76

90%

0.07 - 2.53

0.11 - 1.03

0.29 - 1.93

0.16 - 0.78

0.21 - 0.95

95%

0.03 - 3.03

0.06 - 1.23

0.23 - 2.21

0.13 - 0.92

0.15 - 1.07

Standard deviation

0.92%

0.34%

0.56%

0.22%

0.26%

Coefficient of skewness

1.37

1.14

0.98

0.89

0.88

2.4) u = 0.01

Mean

0.58%

0.51%

0.69%

0.48%

0.54%

Median

0.56%

0.47%

0.70%

0.43%

0.52%

Mode

0.64%

0.39%

0.85%

0.38%

0.46%

Highest density interval

50%

0.49 - 0.87

0.24 - 0.55

0.73 - 1.00

0.31 - 0.53

0.36 - 0.59

75%

0.38 - 1.00

0.19 - 0.73

0.57 - 1.00

0.23 - 0.63

0.28 - 0.73

90%

0.27 - 1.00

0.17 - 0.87

0.43 - 1.00

0.17 - 0.77

0.23 - 0.87

95%

0.17 - 1.00

0.13 - 0.93

0.33 - 1.00

0.17 - 0.87

0.20 - 0.93

Standard deviation

0.25%

0.23%

0.21%

0.20%

0.21%

Coefficient of skewness

−0.17

0.23

−0.41

0.44

0.22

3) Linear decrease

3.1) u = 1

Mean

0.67%

0.40%

0.85%

0.40%

0.47%

Median

0.43%

0.30%

0.70%

0.33%

0.39%

Mode

0.02%

0.18%

0.57%

0.27%

0.37%

Highest density interval

50%

0.00 - 0.43

0.11 - 0.33

0.33 - 0.84

0.22 - 0.39

0.25 - 0.48

75%

0.00 - 0.89

0.06 - 0.53

0.23 - 1.17

0.16 - 0.53

0.21 - 0.63

90%

0.00 - 1.48

0.03 - 0.73

0.13 - 1.47

0.13 - 0.65

0.13 - 0.80

95%

0.00 - 1.93

0.01 - 0.89

0.08 - 1.78

0.11 - 0.76

0.09 - 0.92

Standard deviation

0.65%

0.28%

0.49%

0.20%

0.23%

Coefficient of skewness

1.96

1.41

1.14

0.99

0.99

3.2) u = 0.25

Mean

0.66%

0.40%

0.84%

0.40%

0.47%

Median

0.43%

0.29%

0.70%

0.32%

0.39%

Mode

0.02%

0.18%

0.56%

0.27%

0.35%

Highest density interval

50%

0.00 - 0.41

0.11 - 0.33

0.34 - 0.83

0.22 - 0.39

0.25 - 0.48

75%

0.00 - 0.84

0.06 - 0.53

0.25 - 1.15

0.16 - 0.53

0.21 - 0.63

90%

0.00 - 1.39

0.03 - 0.73

0.14 - 1.42

0.13 - 0.65

0.13 - 0.80

95%

0.00 - 1.81

0.01 - 0.89

0.09 - 1.68

0.11 - 0.76

0.09 - 0.92

Standard deviation

0.64%

0.28%

0.48%

0.20%

0.23%

Coefficient of skewness

1.96

1.41

1.13

0.99

0.99

3.3) u = 0.1

Mean

0.63%

0.39%

0.83%

0.40%

0.46%

Median

0.39%

0.28%

0.70%

0.32%

0.39%

Mode

0.01%

0.18%

0.54%

0.27%

0.31%

Highest density interval

50%

0.00 - 0.40

0.11 - 0.33

0.34 - 0.82

0.22 - 0.39

0.23 - 0.46

75%

0.00 - 0.83

0.06 - 0.53

0.23 - 1.11

0.16 - 0.53

0.18 - 0.60

90%

0.00 - 1.38

0.03 - 0.73

0.12 - 1.36

0.13 - 0.65

0.11 - 0.77

95%

0.00 - 1.79

0.01 - 0.89

0.08 - 1.61

0.11 - 0.76

0.08 - 0.89

Standard deviation

0.61%

0.27%

0.47%

0.20%

0.23%

Coefficient of skewness

1.85

1.40

1.13

0.99

0.99

3.4) u = 0.01

Mean

0.27%

0.29%

0.45%

0.34%

0.37%

Median

0.19%

0.23%

0.40%

0.29%

0.33%

Mode

0.03%

0.17%

0.38%

0.27%

0.30%

Highest density interval

50%

0.00 - 0.18

0.10 - 0.27

0.28 - 0.53

0.17 - 0.37

0.23 - 0.40

75%

0.00 - 0.37

0.07 - 0.39

0.18 - 0.63

0.13 - 0.43

0.17 - 0.47

90%

0.00 - 0.53

0.03 - 0.50

0.13 - 0.73

0.10 - 0.53

0.13 - 0.63

95%

0.00 - 0.67

0.01 - 0.58

0.10 - 0.77

0.09 - 0.63

0.08 - 0.67

Standard deviation

0.20%

0.18%

0.20%

0.16%

0.17%

Coefficient of skewness

0.93

0.86

0.27

0.69

0.57

4) Conservative

Mean

0.68%

0.40%

0.85%

0.40%

0.47%

Median

0.43%

0.31%

0.73%

0.33%

0.42%

Mode

0.02%

0.20%

0.54%

0.27%

0.35%

Highest density interval

50%

0.03 - 0.43

0.09 - 0.33

0.36 - 0.90

0.20 - 0.39

0.27 - 0.48

75%

0.02 - 0.87

0.07 - 0.53

0.23 - 1.16

0.15 - 0.53

0.20 - 0.63

90%

0.01 - 1.49

0.03 - 0.73

0.13 - 1.48

0.13 - 0.64

0.13 - 0.77

95%

0.00 - 1.97

0.02 - 0.90

0.08 - 1.74

0.09 - 0.75

0.10 - 0.89

Standard deviation

0.66%

0.28%

0.49%

0.20%

0.23%

Coefficient of skewness

1.96

1.41

1.14

0.99

0.99

5) Immoderate

Mean

0.21%

0.22%

0.57%

0.30%

0.35%

Median

0.07%

0.11%

0.43%

0.22%

0.24%

Mode

0.03%

0.03%

0.29%

0.20%

0.22%

Highest density interval

50%

0.03 - 0.05

0.03 - 0.12

0.11 - 0.48

0.12 - 0.26

0.17 - 0.34

75%

0.02 - 0.17

0.02 - 0.25

0.07 - 0.76

0.10 - 0.38

0.10 - 0.46

90%

0.01 - 0.47

0.01 - 0.42

0.02 - 1.04

0.06 - 0.51

0.07 - 0.60

95%

0.00 - 0.75

0.00 - 0.54

0.01 - 1.28

0.02 - 0.59

0.05 - 0.73

Standard deviation

0.31%

0.20%

0.40%

0.17%

0.20%

Coefficient of skewness

3.74

2.00

1.40

1.15

1.15

6) Expert judgement

6.1) Base scenario

Mean

2.08%

1.45%

1.76%

1.26%

1.31%

Median

1.90%

1.32%

1.61%

1.19%

1.23%

Mode

1.67%

1.20%

1.44%

1.11%

1.15%

Highest density interval

50%

1.36 - 2.12

1.13 - 1.37

1.20 - 1.71

1.10 - 1.22

1.10 - 1.23

75%

1.20 - 2.48

1.07 - 1.54

1.13 - 2.02

1.05 - 1.31

1.06 - 1.40

90%

1.10 - 2.97

1.03 - 1.82

1.07 - 2.36

1.03 - 1.47

1.03 - 1.54

95%

1.05 - 3.33

1.01 - 1.98

1.01 - 2.59

1.02 - 1.56

1.01 - 1.67

Standard deviation

0.68%

0.30%

0.46%

0.17%

0.21%

Coefficient of skewness

1.12

1.25

0.98

1.31

1.27

6.2) Beta distribution as a proxy

Mean

2.01%

1.13%

1.63%

0.82%

0.94%

Median

1.84%

1.03%

1.53%

0.75%

0.86%

Mode

1.70%

0.97%

1.42%

0.71%

0.83%

Highest density interval

50%

1.29 - 2.20

0.77 - 1.21

1.12 - 1.80

0.58 - 0.87

0.69 - 1.01

75%

1.03 - 2.66

0.60 - 1.45

0.91 - 2.08

0.50 - 1.02

0.54 - 1.20

90%

0.80 - 3.17

0.49 - 1.73

0.77 - 2.47

0.41 - 1.18

0.46 - 1.34

95%

0.65 - 3.47

0.42 - 1.88

0.67 - 2.69

0.36 - 1.27

0.39 - 1.50

Standard deviation

0.77%

0.40%

0.55%

0.26%

0.30%

Coefficient of skewness

0.75

0.71

0.66

0.63

0.63

6.3) Normal distribution as a proxy

Mean

0.91%

0.45%

0.98%

0.43%

0.51%

Median

0.67%

0.30%

0.84%

0.36%

0.41%

Mode

0.02%

0.22%

0.70%

0.33%

0.35%

Highest density interval

50%

0.03 - 0.67

0.12 - 0.43

0.41 - 1.03

0.23 - 0.42

0.26 - 0.51

75%

0.02 - 1.24

0.06 - 0.59

0.30 - 1.35

0.16 - 0.54

0.18 - 0.67

90%

0.01 - 1.97

0.03 - 0.82

0.17 - 1.70

0.11 - 0.73

0.12 - 0.83

95%

0.00 - 2.46

0.01 - 1.03

0.12 - 2.01

0.10 - 0.80

0.07 - 0.95

Standard deviation

0.80%

0.31%

0.54%

0.21%

0.25%

Coefficient of skewness

1.47

1.34

1.01

0.98

0.97