- 1 35pts Claim Amount Size Distribution Is Given As 2 Million Usd P X 50 100 200 0 2 300 0 15 400 0 10 500 0 1 (9.15 KiB) Viewed 45 times
1) (35pts) Claim amount (size) distribution is given as 2 (Million USD) P(x) 50 ? 100 ? 200 0.2 300 0.15 400 0.10 500 0.
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answerhappygod
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1) (35pts) Claim amount (size) distribution is given as 2 (Million USD) P(x) 50 ? 100 ? 200 0.2 300 0.15 400 0.10 500 0.
1) (35pts) Claim amount (size) distribution is given as 2 (Million USD) P(x) 50 ? 100 ? 200 0.2 300 0.15 400 0.10 500 0.05 with E[w] = 165 million USD. Calculate TVaR for confidence levels 0.3.0.15,0.0/5.