| Method | Mean cost | Median cost | Empirical CVaR | P^(C>τ80) (%) | P^(C>τ90) (%) | P^(C>τ95) (%) |
| Base | 2.373 [2.126,2.621] | 1.004 [0.9917,1.016] | 8.379 [7.190,9.569] | 19.37 [17.97,20.77] | 9.760 [8.791,10.73] | 4.800 [4.208,5.392] |
| SVDD [ 7 ] | 0.7057 [0.7000,0.7114] | 0.6703 [0.6601,0.6806] | 1.343 [1.319,1.367] | 1.950 [1.507,2.393] | 0.1400 [0.07968,0.2003] | 0 observed |
| CVaR-SVDD | 0.5865 [0.5814,0.5917] | 0.6008 [0.5937,0.6078] | 1.017 [1.003,1.031] | 0 observed | 0 observed | 0 observed |