$\kappa$

${\mu }_I$

${\sigma }_I$

$c_B$

$E\left(L_0^B\right)$

$max\left(L_0^B\right)$

$med\left(L_0^B\right)$

$CT{E}_{98\%}\left(L_0^B\right)$

$Va{R}_{98\%}\left(L_0^B\right)$

5%

5%

25%

0.5319%

−365.828

12577.96

−693.186

8074.792

6735.768

7%

30%

0.6350%

−477.545

16536.26

−821.632

10150.45

8399.812

9%

35%

0.7426%

−737.603

18057.38

−905.1

11239.53

9343.967

10%

5%

25%

0.5286%

−270.103

13273.14

−586.444

8399.608

6890.684

7%

30%

0.6363%

−498.044

16188.01

−802.775

9829.089

8074.441

9%

35%

0.7383%

−783.055

18843.28

−1035.56

11778.09

9747.481