Question: 1) Loss distribution is given by L 100 ? 200 ? 300 ? 400 ? 500 0.25 600 0.15 700 0.05 800 0.01 Calculate TVaR

1) Loss distribution is given by L 100 ? 200 ?

1) Loss distribution is given by L 100 ? 200 ? 300 ? 400 ? 500 0.25 600 0.15 700 0.05 800 0.01 Calculate TVaR for cofidence levels 0.46, 0.21, 0.06

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