1) (35pts) Claim amount (size) distribution is given as 2 (Million USD) P(x) ( 50 ? 100 ? 200 0.2 0.15 400 0.10 500 0.05

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1) (35pts) Claim amount (size) distribution is given as 2 (Million USD) P(x) ( 50 ? 100 ? 200 0.2 0.15 400 0.10 500 0.05

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1 35pts Claim Amount Size Distribution Is Given As 2 Million Usd P X 50 100 200 0 2 0 15 400 0 10 500 0 05 1
1 35pts Claim Amount Size Distribution Is Given As 2 Million Usd P X 50 100 200 0 2 0 15 400 0 10 500 0 05 1 (20.89 KiB) Viewed 23 times
1) (35pts) Claim amount (size) distribution is given as 2 (Million USD) P(x) ( 50 ? 100 ? 200 0.2 0.15 400 0.10 500 0.05 300 with E[x] = 165 million USD. Calculate TVaR for confidence levels 0.3,0.15,0.0/5. =
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