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

 1) Loss distribution is given by L p 100 ? 200? 300 ? 400 ? 500 0.25 600 0.15 700 0.05 800

1) Loss distribution is given by L p 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. 3) Loss distribution is a uniform distribution with minimum loss is 100million and maximum loss is 400million . X ~ Unif (100, 400). For maximum losses 90, 85, 80 million USD calculate the confidence levels. Calculate the corresponing TVAR

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!