Liczymy awersję do ryzyka dla każdego roku oddzielnie dla SIG σ
SIG
1.35261
MI
5.13704 5.95006 6.63648 7.20141 7.21981 7.41813 7.63544 7.8348 7.93407
7.9094 7.90773
MIG
1.02072 3.54951 4.39388 4.60355 4.62283 4.52459 5.52235 5.75778 5.87629
5.88937 6.05997
A
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3 3.1 3.2 3.3 3.4 3.5 3.6 3.7
3.8 3.9 4
Liczymy awersję do ryzyka dla każdego roku oddzielnie. Pomijamy rok 1990 - niekompletne dane.
P91
37.2311 39.8361 42.6235 45.6058 48.7969 52.2112 55.8644 59.7732 63.9556 68.4305 73.2186 78.3417 83.8233 89.6884 95.9639 102.679 109.863
117.55 125.775 134.575 143.992 154.067 164.847 176.381 188.723
201.928 216.056 231.174 247.349 264.656 283.174 302.988 324.188
346.871 371.142 397.111 424.896 454.626 486.437 520.473
P92
86.6181 92.6788 99.1635 106.102 113.526 121.469 129.969 139.062 148.793
59.204 170.343 182.262 195.015 208.66 223.26 238.882 255.596 273.48
292.616 313.09 334.997 358.436 383.516 410.351 439.063 469.784
502.655 537.826 575.458 615.722 658.804 704.901 754.223 806.996
863.461 923.878 988.521 1057.69 1131.69 1210.88
P93
106.824 114.298 122.296 130.853 140.008 149.805 160.287 171.502 183.502
196.341 210.079 224.779 240.506 257.335 275.34 294.606 315.22
337.275 360.875 386.125 413.142 442.05 472.98 506.074 541.484
579.372 619.911 663.286 709.696 759.353 812.485 869.335 930.162
995.246 1064.88 1139.39 1219.12 1304.42 1395.69 1493.34
P94
108.903 116.523 124.676 133.4 142.734 152.721 163.407 174.841 187.074
200.164 214.169 229.155 245.189 262.344 280.701 300.341 321.356
343.841 367.9 393.642 421.185 450.655 482.188 515.926 552.026
590.651 631.979 676.198 723.512 774.136 828.302 886.259 948.27
1014.62 1085.61 1161.57 1242.85 1329.81 1422.86 1522.42
P95
98.7133 105.62 113.011 120.918 129.379 138.431 148.117 158.481 169.57
181.435 194.13 207.713 222.246 237.797 254.436 272.239 291.287
311.668 333.476 356.809 381.775 408.488 437.07 467.652 500.373
535.384 572.845 612.927 655.814 701.701 750.799 803.332 859.541
919.684 984.034 1052.89 1126.56 1205.38 1289.72 1379.96
P96
267.73 286.463 306.507 327.953 350.9 375.452 401.723 429.831 459.907
492.086 526.518 563.358 602.776 644.952 690.08 738.365 790.028
845.306 904.452 967.737 1035.45 1107.9 1185.42 1268.36 1357.11
1452.07 1553.67 1662.38 1778.7 1903.15 2036.31 2178.8 2331.25
2494.36 2668.89 2855.64 3055.44 3269.23 3497.98 3742.74
P97
338.802 362.508 387.873 415.012 444.05 475.121 508.365 543.935 581.994
622.716 666.288 712.908 762.79 816.162 873.269 934.372 999.75 1069.7
1144.55 1224.63 1310.32 1402 1500.1 1605.06 1717.37 1837.54 1966.11
2103.68 2250.87 2408.36 2576.88 2757.18 2950.1 3156.52 3377.38
3613.7 3866.55 4137.09 4426.56 4736.29
P98
381.427 408.116 436.672 467.226 499.917 534.897 572.323 612.369 655.216
701.062 750.115 802.601 858.758 918.846 983.137 1051.93 1125.53
1204.28 1288.55 1378.71 1475.18 1578.39 1688.83 1807 1933.44 2068.72
2213.47 2368.35 2534.06 2711.37 2901.08 3104.07 3321.26 3553.65
3802.3 4068.34 4353.01 4657.59 4983.48 5332.17
P99
386.448 413.487 442.419 473.375 506.497 541.937 579.856 620.429 663.84
710.289 759.988 813.164 870.061 930.939 996.077 1065.77 1140.34
1220.13 1305.51 1396.85 1494.59 1599.17 1711.06 1830.79 1958.89
2095.95 2242.6 2399.52 2567.41 2747.05 2939.26 3144.92 3364.97
3600.42 3852.34 4121.89 4410.3 4718.89 5049.07 5402.35
P00
458.336 490.406 524.72 561.435 600.718 642.75 687.724 735.844 787.331
842.42 901.364 964.433 1031.91 1104.12 1181.37 1264.03 1352.48
1447.11 1548.36 1656.7 1772.62 1896.65 2029.36 2171.36 2323.29
2485.85 2659.78 2845.89 3045.01 3258.07 3486.04 3729.96 3990.94
4270.19 4568.97 4888.67 5230.73 5596.72 5988.32 6407.32
T |
AW |
1991 |
0,924494 |
1992 |
0,830014 |
1993 |
1,41504 |
1994 |
1,88183 |
1995 |
1,88183 |
1996 |
1,93419 |
1997 |
1,84444 |
1998 |
1,64822 |
1999 |
1,4248 |
2000 |
1,32696 |
σ liczony z modelu LOG Q/S= α α LOG N/L+ αW+E
α=1/2 σ α służy do eliminacji autokorelacji
α= ½ σσ w=*W
LOG Q/S = 0,676306 + 1,026849 - 0,743125+E E=0,021871
½ σ , σ ,
= 0,743125 / 0,676306
Awersja do ryzyka dla lat 1991-2000 przy σ ,
7