Parameter values

Factor

r

g

q

RAND

1. Basic case

0.05

0.04

0.40

10/1000

2. Higher profitability

0.10

0.04

0.40

10/1000

3. Lower profitability

0.02

0.04

0.40

10/1000

4. Higher growth

0.05

0.08

0.40

10/1000

5. Lower growth

0.05

0.02

0.40

10/1000

6. Higher lag parameter

0.05

0.04

0.60

10/1000

7. Lower lag parameter

0.05

0.04

0.20

10/1000

8. Higher risk

0.05

0.04

0.40

20/1000

9. Lower risk

0.05

0.04

0.40

5/1000