Distributing eligible surplus increases modeled shortfall frequency and duration in these synthetic scenarios. EP-01 compares 1,000 paired paths per policy/scenario over 36 months. A shows cumulative matured-care payment shortfalls with pointwise 95% Wilson intervals on common 0–100% axes; all four scenarios also give month-36 percentages, counts out of 1,000 and Wilson intervals. Shocks are care cost +35% in months 13–24, 80% cash unavailable in 12–15, and 40-unit TIF impairment at 12. B shows shared-minus-retained endpoint differences with retained 2,000-replicate paired bootstrap intervals. C shows the paired difference in months with due arrears>10⁻⁸, including zero-shortfall paths, with 2,000 path-bootstrap draws. Intervals quantify Monte Carlo sampling, not model uncertainty. The cash-only Pool model excludes VVAL redemption and establishes neither solvency nor clinical benefit.
