Learn how to calculate the value-at-risk of a claim size distribution based on historical data assumed to follow a parametric distribution.
Update: 11/1/13 – PDF revised, fixed typo caught by Triquis @ ActuarialOutpost
Learn how to calculate the value-at-risk of a claim size distribution based on historical data assumed to follow a parametric distribution.
Update: 11/1/13 – PDF revised, fixed typo caught by Triquis @ ActuarialOutpost