Question: Let X and Y be two normally distributed risks with the following parameters (means and standard deviations): mX=0,10mY=0,05X=0,20Y=0,10 Let Z=eXY Compute the Wang transform of

Let X and Y be two normally distributed risks with the

Let X and Y be two normally distributed risks with the following parameters (means and standard deviations): mX=0,10mY=0,05X=0,20Y=0,10 Let Z=eXY Compute the Wang transform of Z with lambda =25%, in function of the correlation between X and Y and compare with the expectation of Z. Develop the 3 special cases of independence, perfect correlation and perfect anti correlation and comment

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