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. 2021 Dec 1;304(1):255–275. doi: 10.1016/j.ejor.2021.11.052

Table 12.

Expected impact and risk for different risk-averseness levels.

ϕα 0.3
0.6
0.95
Expected
Expected
Expected
Expected
Expected
Expected
Impact Risk Impact Risk Impact Risk
0 358,030 376,318 358,030 392,273 358,030 421.827
1 360,438 361,272 361,950 363,251 363,882 365,236
10 360,880 361,341 362,559 363,457 363,526 364,844