List questions from risk-assessment | MathQa

Convex risk measures

Published on 12 Apr 2025 - 14:20

Calculate the VaR at level alpha of the given CDF

Published on 19 Apr 2025 - 0:50

Basic math, Confusion working out chance of failure.

Published on 12 Apr 2025 - 17:57

$X<Y$ a.s. but $\mathrm{AV@R}_\alpha[X] = \mathrm{AV@R}_\alpha[Y]$

Published on 13 Apr 2025 - 6:32

A level continuously paying annuity pay 1500 each month. Find the present value

Published on 19 Apr 2025 - 9:24

Mean residual life function limits

Published on 04 Apr 2025 - 2:21

Proving function is convex argmin

Published on 18 Apr 2025 - 18:27

Reserve for Credit Loss

Published on 12 Apr 2025 - 12:21

Calculate risk of unrelated groups

Published on 18 Apr 2025 - 14:22

Risk adjusted premium principle (subadditivity)

Published on 12 Apr 2025 - 17:25