Question: 1. Using the cummulant generating function, show that the premium c obtained from the variance principle is given by E(S) + RVar(S), where R is

 1. Using the cummulant generating function, show that the premium c

1. Using the cummulant generating function, show that the premium c obtained from the variance principle is given by E(S) + RVar(S), where R is a small risk aversion parameter

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