| 混合保费原理下VaR的最优自留额存在情况(F代表不存在)置信水平为99% | |||||||||||
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| 0.3 | 0.5 | 0.7 | 0.9 | 1.1 | 1.3 | 1.5 | 1.7 | 2.1 | 2.3 |
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| 0.1 | 8.62 | 9.7 | 10.75 | 11.78 | 12.78 | 13.75 | 14.71 | 15.64 | 17.43 | 18.3 | |
| 0.2 | 14.99 | 15.73 | 16.46 | 17.18 | 17.9 | 18.6 | 19.3 | 19.99 | 21.34 | 22 | |
| 0.3 | 18.82 | 19.41 | 20.01 | 20.59 | 21.18 | 21.76 | 22.33 | 22.9 | 24.03 | F | |
| 0.4 | 21.57 | 22.08 | 22.59 | 23.1 | 23.6 | 24.1 | 24.6 | F | F | F | |
| 0.5 | 23.71 | 24.17 | 24.62 | 25.08 | 25.53 | F | F | F | F | F | |
| 0.6 | 25.47 | 25.89 | F | F | F | F | F | F | F | F | |
| 0.8 | F | F | F | F | F | F | F | F | F | F | |
| 1.1 | F | F | F | F | F | F | F | F | F | F | |
| 1.4 | F | F | F | F | F | F | F | F | F | F | |
| 1.6 | F | F | F | F | F | F | F | F | F | F | |
