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Summary of paper entitled 'Variance of the CTE Estimator'
76 0.77 1.06 0.19% Some key takeaways from this table are: Any given trial provides a reasonable estimate ... behaviours and practical problems facing insurers. A S to repeat the run process hundreds of time in order ...- Authors: Application Administrator, Geoffrey Hancock
- Date: Aug 2008
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods>Conditional Tail Expectation