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).
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
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