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Table 2 Different percentiles obtained by the proposed method and MCS

From: Probabilistic analysis of long-term loss incorporating maximum entropy method and analytical higher-order moments

Percentile

95.00%

99.00%

99.90%

99.99%

MCS (106 USD)

20.08

24.30

29.60

34.00

Proposed method (106 USD)

20.16

24.45

29.05

32.31