*VERY URGENT PLEASE!
Posted: Fri Nov 26, 2021 8:33 am
*VERY URGENT PLEASE!
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.
- Very Urgent Please 1 (9.15 KiB) Viewed 30 times