[jason1990]

It's unclear to me how you would do the regression. Perhaps you could illustrate with a simple example. Frankly, I don't see how the number 15 has any relevance here, except maybe as the SD of some Bayesian prior distribution. But if you want to take a Bayesian approach to the analysis, then I'm sure you could do much better than what I'm suggesting, simply by appropriately choosing your prior. For this reason, my intention is to completely avoid any sort of Bayesian analysis.

As for computing a weighted average of your risk of ruin, it sounds like a nice idea. But it looks like you are considering the parameters in the model (for example, the true SD) to be random variables themselves. This is a decidely Bayesian approach. If this is not the case, then perhaps you could elaborate. I am interested in hearing any (non-Bayesian) ideas that might improve this analysis.