Before revision:  We then present an adaptation of the approach proposed in Modelling parameter uncertainty for risk capital calculation, Andreas Fr\"ohlich, Annegret Weng, European Actuarial Journal, Vol. 5, Issue No. 1 (2015), pp. 79-112  . Experimental results demonstrate that this new method yields a risk capital model for the reserve risk achieving the required confidence level in good approximation.
After revision:  We then present an adaptation of the approach proposed in Modelling parameter uncertainty for risk capital calculation, Andreas Fr\"ohlich, Annegret Weng, European Actuarial Journal, Vol. 5, Issue No. 1 (2015), pp. 79-112 froehlich2014 . Experimental results demonstrate that this new method yields a risk capital model for the reserve risk achieving the required confidence level in good approximation.