• We are pleased to announce that the winner of our Feedback Prize Draw for the Winter 2024-25 session and winning £150 of gift vouchers is Zhao Liang Tay. Congratulations to Zhao Liang. If you fancy winning £150 worth of gift vouchers (from a major UK store) for the Summer 2025 exam sitting for just a few minutes of your time throughout the session, please see our website at https://www.acted.co.uk/further-info.html?pat=feedback#feedback-prize for more information on how you can make sure your name is included in the draw at the end of the session.
  • Please be advised that the SP1, SP5 and SP7 X1 deadline is the 14th July and not the 17th June as first stated. Please accept out apologies for any confusion caused.

CT6 Chapter 4 Q4.9

S

shdh

Ton up Member
Hi,

In chapter 4 question 4.9, can someone tell me how did we arrive at the E(Y²) of treaty 2.

Why did we use M0, M1 and M2, and why did we use (x-M)²?

Thanks in advance.

Regards,
Shyam
 
Y here refers to the reinsurer, hence the (x-M)².

The M0, M1 and M2 are the definitions given in the previous example which this question is based on.
 
You must log in or register to reply here.
Back
Top