 We propose a new estimator of VaR contributions , that utilizes Markov chain Monte Carlo (MCMC) method.
<meaning-changed>  We propose a new estimator of VaR contributions , that utilizes Markov chain Monte Carlo (MCMC) method.
 We propose a new estimator of VaR contributions is based on the Metropolis-Hasting (MH) algorithm, which is one of the most prevalent Markov chain Monte Carlo (MCMC) method.