Figure 3: Exceedance probabilities for the methods, with rounding of d = − 4 on the US Hurricanes ELT. The legend shows the Monte Carlo 95% con- fidence interval for p$_{0}$ at s$_{0}$ = $40 m; see section 4. Each curve comprises 101 points, equally-spaced between $0 m and $40 m. Timings are given in Table IV. For later reference, this Figure has t = 1, u = ∞ , θ = 0, and d = − 4. 21 Values for s, $m Pr S 1 s 5 10 15 20 25 30 35 40 0.0 0.2 0.4 0.6 0.8 1.0 Panjer Monte Carlo Moment Chernoff Cantelli Markov 0 0.01 0.02 0.03 0.04 0.05 Monte Carlo 95% CI