VaR Type Disruption Risk Function

In order to get the final VaR type disruption distribution function, we aggregate the impact function 1 495901.049,314478.674,0.095 W occurrence 

Step 1 Generate Poisson random numbers with A = 1.6 in the second column of the spreadsheet (the first column is used to count the number of nms) Step 2 Generate as many uniform random variables as demanded by the frequency (numbers in the second column) and use them as the probabilities 

Step 3 Based on generated probabilities, find out the corresponding x value from the GEVD distribution 

Run Frequency 1 First Event 2 Second Event 3 Third Event 4 Fourth Fifth Sixth Event 5 Event 6 Event Total 

Percentile (%) Loss Percentile (%) Loss Percentile (%) Loss Percentile (%) Loss 

---