An application of Game Theory to Prop CAT Risk Load

samedi 30 août 2014

I wonder whether someone can provide the calculations behind the Covariance Share Method on Pages 185 (Exhibit #3) and Pages 186 (Exhibit # 4) of the paper written by Dinald F. Mango.



I don;t know how to calculate 950,658 (page 185) and 21,948,301 (Page 186).





An application of Game Theory to Prop CAT Risk Load

0 commentaires:

Enregistrer un commentaire

 

Lorem

Ipsum

Dolor