Observed loss \((\times 10^5)\) Ground-up loss \((\times 10^3)\)
Estimator Original Modified Original Modified
\(\varPi [\widehat{F}]\) 90% CI \(\varPi [\widehat{F}]\) 90% CI \(\varPi [\widehat{F}]\) 90% CI \(\varPi [\widehat{F}]\) 90% CI
MLE 3.82 [2.16; 6.77] 4.01 [2.25; 7.14] 2.11 [0.58; 7.67] 2.35 [0.64; 8.65]
\(T, \, a = b = 0\) 3.82 [2.16; 6.77] 2.11 [0.58; 7.67]
\(T, \, a = b = 0.10\) 3.77 [2.02; 7.01] 3.77 [2.02; 7.01] 2.04 [0.50; 8.32] 2.04 [0.50; 8.32]
\(T, \, a = 0.05, b = 0.15\) 3.75 [1.96; 7.17] 3.75 [1.96; 7.17] 2.03 [0.47; 8.75] 2.03 [0.47; 8.75]
\(W, \, a = b = 0\) 3.82 [2.16; 6.77] 2.11 [0.58; 7.67]
\(W, \, a = b = 0.10\) 3.77 [2.06; 6.89] 3.77 [2.06; 6.89] 2.05 [0.52; 8.00] 2.05 [0.52; 8.00]
\(W, \, a = 0.05, b = 0.15\) 3.92 [2.12; 7.26] 3.92 [2.12; 7.26] 2.24 [0.56; 8.99] 2.24 [0.56; 8.99]