1) (35pts) Claim amount (size) distribution is given as (Million USD) P(x) 50 ? 100 ? 0.2 300 0.15 0.10 500 0.05 with E[
Posted: Fri Nov 26, 2021 8:26 am
- 1 35pts Claim Amount Size Distribution Is Given As Million Usd P X 50 100 0 2 300 0 15 0 10 500 0 05 With E 1 (14.35 KiB) Viewed 80 times
1) (35pts) Claim amount (size) distribution is given as (Million USD) P(x) 50 ? 100 ? 0.2 300 0.15 0.10 500 0.05 with E[x] = 165 million USD. Calculate TVaR for confidence levels 0.3, 0.15,0.0/5. 200 400