Fig. 6: Simulation result for economic assumption 5 and year = 2075. | Humanities and Social Sciences Communications

Fig. 6: Simulation result for economic assumption 5 and year = 2075.

From: Investment risk-taking and benefit adequacy under automatic balancing mechanism in the Japanese public pension system

Fig. 6

A RER for economic assumption 5 and Year = 2075. B RR for economic assumption 5 and Year = 2075. C Probability of risk situation for economic assumption 5 and Year = 2075. Marginal CVaR represents the mean of a variable below the 10th percentile value. Prob (RR < p10 or PER < p10) represents the probability that the RR is less than the 10th percentile value or the RER is its 10th percentile value. Prob (RR < p10 and PER < p10) represents the probability that the RR is less than the 10th percentile value, and the RER is its 10th percentile value.

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