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Table 3 The first-four central moments under different parameters

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

r (tint=75,p=1)

1%

2%

3%

4%

5%

u1 (106 USD)

16.5814

12.2099

9.3735

7.4671

6.1389

u2 (106 USD)

5.5974

4.3773

3.6461

3.1713

2.8393

u3

0.53

0.61

0.71

0.81

0.90

u4

3.39

3.54

3.75

3.98

4.23

tint (r=2%,p=1)

50

75

100

125

150

u1 (106 USD)

9.9349

12.2099

13.5897

14.4266

14.9343

u2 (106 USD)

4.1756

4.3773

4.4492

4.4753

4.4849

u3

0.68

0.61

0.59

0.58

0.57

u4

3.64

3.54

3.51

3.50

3.49

p (r=2%,tint=75)

0.5

1.0

1.5

2.0

2.5

u1 (106 USD)

6.1049

12.2099

18.3148

24.4197

30.5247

u2 (106 USD)

2.1886

4.3773

6.5659

8.7546

10.9432

u3

0.61

0.61

0.61

0.61

0.61

u4

3.54

3.54

3.54

3.54

3.54

  1. Note: p means p×1.283×106 USD