mirror of
https://github.com/wassname/greater_tables_project.git
synced 2026-08-05 13:00:08 +08:00
3593 lines
102 KiB
CSV
3593 lines
102 KiB
CSV
,expr
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0,$\sigma=0.075$
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1,"$(\s, 4-\s)$"
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2,$\le 1/(1-p)$
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3,$x\mapsto \mathsf{E}(X_i\wedge x)$
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4,$a(f)=\dfrac{gs_g}{1-f-fgs_g}$
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5,$\int_0^1 \phi(p)dp=1$
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6,$\ge 5000$
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7,$E_2\not=0$
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8,$\rho(-1_{A^c}) = \rho(-1_{B_l} - 1_{B_r}) = \rho(-1_{B_l}) + \rho(-1_{B_r})$
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9,$X:\{\text{Explicit Events}\}\to\mathbb{R}$
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10,$\tilde p<p$
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11,"$M(X_1, a)+M(X_2, a)=M(X_1+X_2, a)$"
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12,$\bar x + t\bar h$
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13,$\rho(A_0) + k \mathsf E[N]$
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14,$p-1=28$
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15,$Z(u)=sum_i u_iX_i$
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16,$X(\omega)=\omega$
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17,$\bar S(a)$
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18,"$i=1,\dots,n_d$"
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19,"$f_x(x_i, \hat x_i)$"
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20,$1-r_0$
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21,"$(rep.east) + (1.5, 1.5)$"
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22,$R_1(t)= \bar P^a_1(t)/(1-t)$
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23,"${1+1}*(1,.5)$"
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24,$g(S_t(a(t)))$
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25,$ and derives $
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26,$2^{-72}=1/4722366482869645213696=1/4.7\times 10^{21}$
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27,$\mathsf{E}(X) = \displaystyle\int_0^\infty xf(x)dx = -xS(x)\vert_0^\infty + \displaystyle\int_0^\infty S(x)dx = \displaystyle\int_0^\infty S(x)dx$
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28,"$\mathbf{T_0}=(\mathsf{TVaR}_{p_j}(X_i))_{i,j}$"
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29,$\mu(\Omega)\not=1$
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30,$D=\sum_{i\in I} D_i$
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31,$Z$
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32,"$(X_i, a_i)$"
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33,$\hat\rho(A_{k_0}) \ge \rho(A_{k_0})$
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34,$\rho(X_n)\uparrow 0$
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35,$\rho_t(X) \ge \mathsf E[\rho_{t+1}(X)\mid \mathcal F_t]$
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36,$A - \mathsf E[A] \succeq_2 A_0$
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37,$GF$
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38,$f\le 0$
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39,$0<t<0.5$
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40,$X=NF(\bar x)$
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41,$q<\infty$
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42,$\beta=1$
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43,$|X|=X_++X_-$
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44,$O(dt^2)$
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45,"$(F(x),x)=(1-S(x), x)$"
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46,$N_a$
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47,$0\le N\le G$
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48,$\rho(X)=E(gX)$
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49,"$mu\in\mathscr{P}[0,1]$"
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50,$11 million occurs a loss of $
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51,"$X\wedge 1:=\min(X,1)$"
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52,$=\iota=$
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53,$0<b<1$
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54,$\rho(0) = \rho(0+0)\le \rho(0)+\rho(0)$
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55,$Z=\sigma(U)$
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56,$X\le 0$
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57,$p_i=i/(N+1)$
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58,$\rho_m(X\wedge k)$
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59,$w(s)$
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60,$\mathsf{Pr}(X<0)=0$
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61,$\not\Rightarrow$
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62,$\rho(X \wedge a)$
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63,$E=\tau=0$
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64,$m=mg^{ak}/g^{ak}$
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65,"$[t_2,1]$"
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66,$y>0$
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67,$v=(1+i)^{-1}$
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68,$E_{\Bbb{Q}}[X] := E[Xg'(S(X))]$
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69,$1-S(a)=F(a)=(\nu + \delta)F(a)$
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70,"$(Alice)+(0,-2.5)$"
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71,$\lambda / p$
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72,$R_2=C_2$
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73,$\tilde p=1-g(1-p)$
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74,$R_i > C_i$
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75,$-\log(1-\Phi(x))$
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76,$g(s) = \dfrac{r_o+s(1+r_K)}{1+r_o+r_Ks}$
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77,$\alpha_\epsilon=\alpha$
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78,"$\mathscr{P} =\{1+\lambda(\zeta-\mathsf{E}\zeta) \mid \zeta\ge 0, \|\zeta\|_q\le 1 \}$"
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79,$r_c\le r_i$
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80,"$(A.north east)+(0.1, -0.05)$"
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81,$\hat\rho(A_0)\ge \rho(A_0)$
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82,$1=P(x) + Q(x)$
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83,$G>c(x)$
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84,"$(X-a)^+=\max(X-a, 0)$"
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85,"$(Alice)+(0,-3.5)$"
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86,$\phi\equiv 1$
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87,$xy^4 / (x^2 + y^8)$
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88,$\beta_i(t)/\alpha_i(t)$
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89,$X=X(\bar x)=G\circ F(\bar x)=GF(\bar x)$
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90,$X(\omega)=q(T(\omega))$
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91,$\mathsf{E}(X_i/X ; X > a)$
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92,$g=2\nu^4/(1-f)+3c+1$
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93,$Y=c\in \mathbb R$
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94,$R(x)=pd_i+(v-\nu^*)\sqrt{pq}$
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95,$st=k$
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96,$X\ge X+Y$
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97,"$L_{p,p+\delta}$"
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98,$s^*=1-p^*\le 1$
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99,$\rho(X) = sup_Q \mathsf{E}_Q(X)$
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100,$\bar P=\bar P_1+\bar P_2$
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101,$1 for each $
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102,$S_g = g\circ S$
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103,$\pi(x)$
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104,$\int S$
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105,$\Delta\tilde p > \Delta p$
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106,"$(0,1)$"
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107,$\rho_{(g)}(X)=\int xg'(S(x))f(x)dx$
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108,$\tpx=e^{-1}$
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109,$\{ r_i \}$
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110,"$p \in [1,\infty]$"
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111,$\approx\sqrt{2Np}$
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112,$\rho(X)=\int_0^1 q(p) \phi(p) dp$
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113,$g_0$
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114,$qq$
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115,$q_{X+Y}=q_X+q_Y$
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116,"$(fun2.north west)+(-\spcer, \spcer)$"
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117,$p(1-\nu(p)-il(p))$
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118,$0.725$
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119,$D$
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120,$=P=\mathrm{MV}(X\wedge a)$
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121,$\Delta \tilde p\times T$
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122,$L_0$
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123,$\int_{1-p}^1 \phi(t)dt =\int_0^p \phi(1-t)dt=g(p)$
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124,$x$
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125,$\mathsf{E}[X_1g'(S(X))]$
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126,$\mathsf{E}(X\wedge a)$
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127,$0\le\beta<1$
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128,$\rho_{t+1}(X)$
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129,$X_i(X\wedge a)/X$
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130,$P=\nu(\bar S + \iota a)$
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131,$\rho_i(X_i)$
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132,$\downarrow$
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133,$\nabla_x f= \nabla_xq_\alpha -\nabla_x G$
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134,$\eta\gg\zeta$
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135,$v-\nu^*=\delta^*-d$
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136,$\sup_n \| X_n \|< \infty$
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137,$A=P+Q$
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138,$B = g^{b} \pmod{p}$
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139,$\alpha$
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140,$X=C(\bar x)+N(\bar x)=$
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141,$X_1$
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142,$\mathrm{PQ}$
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143,$v-\nu^*=(\iota^*-i)/v\nu^*$
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144,$\mu_X\le\mu_X$
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145,$\lambda X$
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146,$g(x)\ge x$
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147,$\rho(A_k)\le\hat\rho(A_0) + k\rho(N)=\hat\rho(A_k)$
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148,$\rho_t$
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149,$Z=\mathsf{E} Z$
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150,$\beta$
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151,"$(A.north east)+(0.2, -0.05)$"
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152,$\tilde\rho_T=\rho_T$
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153,$>$
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154,$c_h>c=\mathsf{VaR}$
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155,$a\ge c$
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156,$F(x)=\mathsf{Pr}(X\le x)$
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157,$X_i(x_i)$
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158,$P + \rho_i(F_i) < \rho_i(X_i) \iff P < \rho_i(X_i) - \rho_i(F_i)$
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159,$\tilde \rho$
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160,"$L^\infty(\Omega, \mathsf{P})$"
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161,$0\le Y\le 1$
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162,$R(a)=\delta N(a)$
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163,$\bar P$
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164,$F_Y$
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165,"$(fun3a.south -| fun3a.south east)+(\smlspc,-\smlspc)$"
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166,$\sigma(1-t)=g'(t)$
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167,$g'(1-p) dp$
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168,$\mathsf{E}(X) = \int_0^1 q(p)dp$
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169,$(3) \rightarrow (9 = 9) \rightarrow (27 = 4) \rightarrow (12 = 12) \rightarrow (36 = 13) \rightarrow (39 = 16) \rightarrow (48 = 2) \rightarrow (6 = 6) \rightarrow (18 = 18) \rightarrow (54 = 8) \rightarrow (24 = 1)$
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170,$t=T_x<n$
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171,$\le 89$
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172,"$\tilde F, \tilde S$"
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173,"$u : (a, b) \to \mathbf R$"
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174,$\inf_t\ \{ t+(1-\alpha)^{-1}\mathsf{E}(Z-t)_+ \}$
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175,$a=\mathsf{E}[X|A]$
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176,$X_u$
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177,$\sup$
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178,$\mathsf{E}(L) = q(p)$
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179,$p\delta -q\nu=p-\nu$
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180,"$(lee.east |- lee.south)+(0.375,-0.25)$"
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181,"$(g^k, Pg^{ak})$"
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182,$X=x$
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183,$\phi_Q=1-\phi_W$
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184,$(X+Y-x-y)_+\le (X-x)_+ (Y-y)_+$
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185,$g(S(a))$
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186,$\int_0^\alpha$
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187,$a-L$
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188,$pd_i=F(x)d_i$
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189,$g''(t)=-\phi'(1-t)\le 0$
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190,$\lambda^Q$
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191,$F_i = X_i(1 - (X\wedge a)/X)$
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192,$\mathscr{P}=\{ dQ/dP\le 1/\alpha\}$
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193,"$178.7 billion of expenses. Commissions and brokerage accounted for 25.1 percent and claim adjustment services for 13.5 percent of the total. Taxes licenses and fees were 6.3 percent. However, their remaining expense items are broken out by expense category, such as employee salaries and benefits or advertising, rather than insurer value-add function. They also reported a cost of capital of 13 percent, applied to equity capital of $"
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194,$\zeta=\zeta(G)$
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195,$ and the average thickness of the difference in support sets must be zero because the two support sets have the same measure $
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196,$O(mn\times n^2)$
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197,$F=(X-a)^+$
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198,$mX$
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199,$\rho(X)\ge 0$
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200,$=dP(a)/da = g(S(a))$
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201,$\mathsf{VaR}_p(X)$
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202,$X=4$
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203,$p=1-g^{-1}(1-\tilde p)$
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204,$\bar x\mapsto \sum_i F_i(\bar x)$
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205,$\mathsf{E}(W/X | X\ge x)$
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206,$F_0$
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207,$\zeta_t=0$
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208,$\phi(s)=g'(s)=s^{1/\rho}/(s\rho)$
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209,$EL_a =\mathsf{Pr}(Y>a)=1-\exp(-\lambda S(x))$
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210,$YL$
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211,$X\le 0\implies\rho(X)\le 0$
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212,"$u_1,\dots, u_n$"
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213,$t_2-\epsilon/2$
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214,$F_t$
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215,$p=F(\mathsf{E}(X))$
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216,$1 \times 10^{24}$
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217,$\nabla (\zeta NF) = \zeta\nabla NF$
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218,$p=p_a$
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219,$\iff$
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220,"$L,P,M,Q,a,LR,PQ,COC$"
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221,$\approx$
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222,$\mathsf{E}(X_i\mid X)$
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223,"$\eta\gg \zeta:[0,1]\to\mathbb{R}$"
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224,$\phi:=\rho\circ F$
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225,$i=0$
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226,$\iota^*$
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227,$\partial a/\partial x_1$
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228,$\mathsf E[X_i]$
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229,"$\rho(Z)=\sup_{\zeta\in\mathcal{A}} \langle \zeta, Z \rangle$"
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230,"$\Omega=[0,1]$"
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231,"$s\in[0,1]$"
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232,$\bar\nu=1/(1+\bar\iota)$
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233,$\rho(X+m)=\rho(X)-m$
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234,$K = A^{k}=g^{ak} \pmod{p}$
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235,$\rho E/(1-\tau) - rA$
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236,$=E(X_i / X)$
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237,$\mathscr{O}(\eta)$
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238,"$\mathbf{x}=(x_1,\dots,x_n)$"
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239,$t_1<t<t_2$
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240,$K_i = \mathsf E[X_i \mid X \ge a] - \mathsf E[X_i]$
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241,$\theta < 1$
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242,$R_2(t)$
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243,$q_p(\mathbf{x})=\mathsf{VaR}_p(X(\mathbf{x}))$
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244,"$(Bob) + (0,-2)$"
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245,$C < cx/a$
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246,$g^{ks} = r^s$
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247,$q=S(x)$
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248,$1/\nu=1+\rho$
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249,$\rho(X)=\mathsf{E}_Q(X)$
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250,$R_2(t)\approx \mathsf{E}[X_2]$
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251,"$k=1,2,\dots,n-1$"
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252,$\rho_k$
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253,$\mathsf{E}[e^sX]<\infty$
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254,$\mathcal F_1 = \sigma(N)$
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255,$B=\{ \omega\in\Omega \mid \zeta(\omega)>0 \}$
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256,$1-g(S(x))=\tilde F(x)$
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257,"$a, b$"
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258,$\xtext$
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259,$\bar h$
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260,$g'(S(x))dF(x)$
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261,$1=S(a) + \delta F(a) + \nu F(a)$
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262,$\Omega=\mathbb{R}$
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263,$\mathsf E[XY]\not=\mathsf E[X]\mathsf E[Y]$
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264,$\sum \alpha_i=1$
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265,$Z_p^\times$
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266,$h_\epsilon$
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267,$\rho(X) = \mathsf{E}(X) + \| (X-\mathsf{E} X)_+ \|_p$
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268,$\mathbb{R}_+=[0\infty)$
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269,$\delta_p+\nu_p=1$
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270,$Z=g'(S(X))$
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271,$\rho=0.6$
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272,$\rho(L) = q(p)>q(p)$
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273,$\mathsf{E}(X\mid X > a)$
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274,$L^\infty$
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275,$p(\nu_p-l_p)$
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276,$\rho(B(s_u)) - \rho(B(s_l))$
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277,$\rho(X)= (1+r_f)^{-1}\mathsf{E}_Q(X)$
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278,$(1-{}_b\bar V)$
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279,$a\theta^2=c$
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280,$(1-\nu_p-il_p)/(\nu_p-l_p)=\iota_{1/2}$
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281,$p=23$
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282,$\nu=1/(1+\iota)=1-\delta$
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283,$X=X_1+X_2+X_3$
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284,$\rho(-k_i 1_{A_i}) \le c < 0$
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285,$\bar a_x$
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286,$a=1/c$
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287,$\rho(-1_{A^c})=0$
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288,$c=\bar A^{1}_{x:\lcroof{1}}/\bar a_{x:\lcroof{1}}$
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289,$\mathcal F^G$
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290,$\bar a_{x:\lcroof{1}}$
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291,$g^ag^k=g^{a+k}$
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292,$\pi_X(t)\le \pi_Y(t)$
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293,$Y=\sum_i X_iY_i$
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294,"$(Alice)+(0,-3)$"
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295,$\beta_i(a)/\alpha_i(a) < 1$
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296,$(3\times 6 + 2\times 2)/ 8 = 11/4$
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297,$g\ge 0$
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298,$X(u)$
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299,$\displaystyle\int_0^1\phi(s)ds=\displaystyle\int_0^1\displaystyle\int_{1-s}^1\dfrac{\mu(dt)}{t}ds = \displaystyle\int_0^1\displaystyle\int_{1-t}^1ds\dfrac{\mu(dt)}{t}=\displaystyle\int_0^1\mu(dt)=1$
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300,$\rho(A)>\hat\rho(A)$
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301,$= \rho(B(s_l)) (1 - s) + \rho(B(s_u)) s$
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302,$\int_0^1 μ(dt) = 1 - α < 1$
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303,$P_idx_i$
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304,"$\omega_1,\omega_2\in\Omega$"
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305,$X\wedge a$
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306,$C_2(0) = \mathsf{E}[X_2]$
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307,$X(\mathbf{x})=\sum_i x_i X_i$
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308,$\rho(X)=50=:r$
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309,$|Z|$
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310,$\rho(X)=\int_0^1 q(1-g^{-1}(1-t))dt$
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311,$N(1-p)$
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312,$1+2c(1-\mathsf{Pr}(Z>\mathsf{E} Z)$
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313,$r$
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314,$\bar P^a_i$
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315,$E_2$
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316,$m_j / r_j$
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317,$\int_0^x (x-y)^{n-1}dG(y)$
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318,$P =\{ Q \mid dQ/dP \le k \}$
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319,$\pi = \mathsf E[PR]$
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320,$A_{x+b}$
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321,$\rho(-X_n)\downarrow 0$
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322,$q(\epsilon)\approx q + \epsilon\mathsf{E}_q(X_i)$
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323,$\mathsf{E}(Y(a))=\mathsf{E}(Y\wedge a)=\int_0^a S_Y(t)dt$
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324,$g'(t)=1-r_0$
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325,"$\langle \zeta_{\bar x}, N(\bar x) \rangle$"
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326,$\sum_i h^i= 0$
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327,$g(S(x))=1$
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328,"$(A.north east) + (-0.07mm,0)$"
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329,$E(XZ \mid \mathcal{G})=ZE(X \mid \mathcal{G})$
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330,"$(\nodespc/2, -\nodespc/2)$"
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331,$\{ v_i \}$
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332,$\int_0^q = \int_0^{\mathsf{E}_q(X_2)} + \int_{\mathsf{E}_q(X_2)}^q$
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333,$q(\epsilon)=q+\epsilon\mathsf{E}_q(X_1)$
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334,$1-U$
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335,$\log_{10}(N(m))) \propto -bm$
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336,$\not=$
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337,"$[a, a+da]$"
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338,$1_Af_t(X)=1_Af_t(1_AX)$
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339,$\mathbf{X}\times\mathbb{R}$
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340,$X_i\ge 0$
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341,$a>a(f)$
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342,$p(a)=\nu S(a) + \delta = S(a) + \delta F(a) = 1-\nu F(a)$
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343,$\sigma=0.125$
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344,"$D_n,D_n^*$"
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345,$X+Y$
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346,$X_n \downarrow 0$
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347,$\rho(X)=\int_0^1 q(s)g'(1-s)ds$
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348,$\mathsf{E}(X) = \displaystyle\int_0^\infty xf(x)dx = \displaystyle\int_0^1 q(p)dp$
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349,$\rho(X^{\oplus n}) \ge \rho(X^{\oplus n-1}) + \mathsf E[X] > \rho(X^{\oplus n-1})$
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350,$\pi_\sigma(L)$
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351,$X_1\wedge a$
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352,$\rho_p$
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353,"$p=0,1$"
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354,$\hat \rho$
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355,$X_p=^d Y_p$
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356,$\mathbb{R}^2$
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357,$B(b)\approx -b\mu_x$
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358,$L(a)=$
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359,$1 = m(x) + \nu F(x) = S(x)+\delta F(x) + \nu F(x)$
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360,"$I_i\in\{0,1\}$"
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361,$Y\ge X$
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362,$X(\mathbf{1})$
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363,$\bar P'(x)=P(x)$
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364,$(34.05-23.81) / (100-34.05)=15.5$
|
||
365,$\rho_w$
|
||
366,"$(-\x, 2)$"
|
||
367,$a=F^{-1}(1-\delta)$
|
||
368,"$\sigma=0.5, 1.0$"
|
||
369,$Y\wedge a$
|
||
370,"$[0,1]$"
|
||
371,$\mathcal G$
|
||
372,$2/3$
|
||
373,$\bar Q'(x)=Q(x)$
|
||
374,$G(\bar x)$
|
||
375,$F(a)$
|
||
376,$p\delta_p$
|
||
377,$R_1(t)<\mathsf{E}[X_1]$
|
||
378,$5.14\times 10^{19}$
|
||
379,$\mathsf{TVaR}_p(X) \le r$
|
||
380,$0\le\alpha\le K$
|
||
381,$= 10^{1+6+12}=10^{19}$
|
||
382,$g^k$
|
||
383,$\phi(0)=0$
|
||
384,"$g, g^2, \dots,g^{q-1}, g^q\equiv 1$"
|
||
385,$||\cdot ||$
|
||
386,"$g, g', g''$"
|
||
387,"$\Omega=\{1,2,3 \}$"
|
||
388,$\sum x_iX_i$
|
||
389,$X_1=s$
|
||
390,$\mathbb{R}^n\to\mathbb{R}$
|
||
391,$X\wedge a\not\in \mathbf{X}$
|
||
392,$T_i\circ T$
|
||
393,$\delta+\nu=1$
|
||
394,$X(\cdot)$
|
||
395,$q+p\delta_p$
|
||
396,$q_Z(U)$
|
||
397,$1_A = 1 - 1_{A^c}$
|
||
398,$P=\rho(X\wedge a)$
|
||
399,$1-p \ge g^{-1}(1-p) \implies 1-g^{-1}(1-p) \ge p \implies q(1-g^{-1}(1-p))>q(p)$
|
||
400,$G=X_1+X_2$
|
||
401,$=\rho(B(\mathrm{current\ best\ estimate\ of\ } s)) = \rho(B(s))$
|
||
402,"$\zeta, \zeta_t\ge 0$"
|
||
403,"$p=0.98,0.99$"
|
||
404,"$(3,6-4.724)$"
|
||
405,"$=\mathsf{E}(X_{i,2}(a))$"
|
||
406,$\square\rho_i$
|
||
407,$602.6 billion and converted to net premium based on $
|
||
408,"$(r,s)$"
|
||
409,$F^{\times}_{23}$
|
||
410,$\mu_\sigma$
|
||
411,$E_{\Bbb{Q}}[Y]=E[Yg'(S(X))]$
|
||
412,$n\times 1$
|
||
413,$\phi(s)=\displaystyle\int_{1-s}^1\dfrac{\mu(dp)}{p}=\int_0^s\dfrac{\mu(dp)}{1-p}$
|
||
414,"$(Alice)+(0,-1.75)$"
|
||
415,$\rho(1_A) \le \rho(1)=1$
|
||
416,$1 \times 10^{20}$
|
||
417,$\rho(X)<\rho(Y)$
|
||
418,$1-U^2$
|
||
419,$G=N+C$
|
||
420,$\alpha_i$
|
||
421,$0<b\le 1$
|
||
422,$\mathsf{E}(X)=\mathsf{E}(X\wedge k) + \mathsf{E}(X-k)_+$
|
||
423,$g(s)=s^{0.75}$
|
||
424,$R_2(1) = \bar P^a_2(1)$
|
||
425,$\pi$
|
||
426,$yS(a)=y\times 1=y=$
|
||
427,$μ$
|
||
428,$\bar S(a) = \int_0^a S(x)dx$
|
||
429,$S<0$
|
||
430,$pl_p$
|
||
431,$\mathsf{Pr}(\cdot\mid N)$
|
||
432,$\rho(X)=\mathsf{TVaR}_p(X)$
|
||
433,$x^{a-1}e^{x/\theta}$
|
||
434,$Y=X\wedge a$
|
||
435,$\lambda(t)$
|
||
436,$δ$
|
||
437,$L^tf^*=m$
|
||
438,$D_i=\{\omega \mid X(\omega)=a_i\}\in\mathcal{F}$
|
||
439,"$f(\cdot, \omega)$"
|
||
440,$L_x^{x+dx}$
|
||
441,$\lambda=0.0725$
|
||
442,$1-\tilde p=g(S(x))=g(1-p)$
|
||
443,$\mathsf{E}(U(X))$
|
||
444,$V$
|
||
445,$1 \times 10^{13}$
|
||
446,$\sum_{i\in I}(D_i-N_I)$
|
||
447,$0 < t < 0.5$
|
||
448,$\bar F(a)=\int_0^a F(x)dx$
|
||
449,$\beta=\infty$
|
||
450,$\nabla\zeta$
|
||
451,$2n$
|
||
452,$\mathsf E[A] = \mathsf E[\mathsf E[X^{\oplus N}]] \le \mathsf E[\rho(X^{\oplus N})]$
|
||
453,$\beta_i(a)/\alpha_i(a) > 1$
|
||
454,$g'(s)=1$
|
||
455,$1-p=g(1-\hat p)$
|
||
456,$r_i=\rho(X_i)$
|
||
457,"$\langle \zeta, G \rangle$"
|
||
458,$g(s)=O(d)$
|
||
459,$g'(p)=\phi(1-p)$
|
||
460,$ be the compound of $
|
||
461,$\rho_t = \rho_t(-\rho_{t+1})$
|
||
462,$\circ$
|
||
463,$\mathsf{TVaR}_\beta\mathbin{\square}\mathsf{TVaR}_\gamma = \mathsf{TVaR}_\gamma$
|
||
464,$\rho=\rho_\phi$
|
||
465,"$(rep.east) + (1.5, 0.5)$"
|
||
466,$\mathsf{E}[h_\epsilon Y]\to\mathsf{E}[h Y]$
|
||
467,$\rho =$
|
||
468,$\phi(1-t)$
|
||
469,$A:=g^a \pmod{p}$
|
||
470,$a-L_0^a$
|
||
471,$1=v+d$
|
||
472,$\nu(p)=p$
|
||
473,$\rho(A+B)64.5>63.5=\rho(A)+\rho(B)$
|
||
474,$p<\infty$
|
||
475,$\alpha_i(X_u)= \text{E}[u_iX_i \mid X_u > F_u^{-1}(p)] = u_i \partial T/\partial u_i$
|
||
476,$\alpha_\epsilon-\alpha$
|
||
477,$F^{(2)}=[F^{(-2)}]^*$
|
||
478,$\mathrm{P}$
|
||
479,"$q\in[1, \infty]$"
|
||
480,$\uparrow$
|
||
481,"$(0.5,1.5)$"
|
||
482,$\omega\in\Omega$
|
||
483,$\phi(p)=1$
|
||
484,$0<a<q-1$
|
||
485,$^1$
|
||
486,"$(D.south east)+(0.2, 0.05)$"
|
||
487,"$t=0,1,\dots, T$"
|
||
488,$\int_0^\infty \phi(p)dp=1$
|
||
489,$1/t$
|
||
490,$X\ge 0$
|
||
491,$sgn(z)|z|^{1/(q-1)}/\|z\|_p^{q/p}$
|
||
492,$X(x+\epsilon)$
|
||
493,$L(a)$
|
||
494,$y$
|
||
495,$dS = \mathbf{n}dudv$
|
||
496,$c_x\approx\lambda$
|
||
497,$\delta=\rho/\nu$
|
||
498,$F=\Phi$
|
||
499,$g(s)=\sqrt{s}$
|
||
500,$\rho(A_k) \le \rho(A_0) + k \rho(N)$
|
||
501,$a\theta=1$
|
||
502,$g_{\min}(s):=\min_i (g_i(s)$
|
||
503,$g(s)=\displaystyle\int_{1-s}^1 \phi(t)dt = \displaystyle\int_0^s \phi(1-t)dt$
|
||
504,$\mathsf QV$
|
||
505,$\mathrm{LR}$
|
||
506,$d$
|
||
507,"$x_1,1$"
|
||
508,$g\in \nabla\rho(X)$
|
||
509,$S_X$
|
||
510,$v^b{}_bq_x(1-{}_b\bar V)$
|
||
511,$\tilde p=1-(1-p)^{1/\rho}$
|
||
512,$d=i/(1+i)=iv=1-v$
|
||
513,$\iota a$
|
||
514,"$(X-a)^+ = \max(0,X-a)$"
|
||
515,$C_1(t) < C_2(t)$
|
||
516,$x\times f(x)dx$
|
||
517,$-α(α-1)t^{α-1}$
|
||
518,$\rho(X^{\oplus n}) = n(v\mathsf E[X] + d\max(X))$
|
||
519,"$(\langle X(\epsilon), \zeta_\epsilon \rangle - \langle X, \zeta \rangle)/\epsilon = \langle (X(\epsilon)-X)/\epsilon,\zeta \rangle = \mathsf{E}_Q(\nabla X)$"
|
||
520,$>a$
|
||
521,$\mathsf{E}[g]\le 1$
|
||
522,$\mathsf{Pr}(I=1)=s$
|
||
523,$-norm less than $
|
||
524,$\bar M_i(a)$
|
||
525,$\mathbf{r}\ge 0$
|
||
526,$u_i\partial\pi / \partial u_i$
|
||
527,$\rho_m(X)=\rho_m(X\wedge k) + \rho_m((X-k)_+)$
|
||
528,$\bar P(x) = \bar S(x) + \bar R(x)$
|
||
529,$\mathsf{TVaR}_{p^*}$
|
||
530,$\rho(1_A) = \rho(1) = 1$
|
||
531,"$s,t$"
|
||
532,$ρ$
|
||
533,$[xf(x)] \times dx$
|
||
534,$p<1$
|
||
535,"$c\in[0,1]$"
|
||
536,$R(x)=pd+(\delta^*-d)\sqrt{pq}$
|
||
537,$g'(1-p)=\phi(p)$
|
||
538,$\nu=\nu_p$
|
||
539,$q=11$
|
||
540,$\bullet$
|
||
541,$\iff \mathcal A_{t+1}\subseteq \mathcal A_t$
|
||
542,$\sigma=0.5$
|
||
543,"$n=1,2,\dots$"
|
||
544,$\mathcal{A} = \{ X \mid \rho(X)\le 0 \}$
|
||
545,$age^2$
|
||
546,"$\phi_{\bar x}(Z)=\langle Z,\zeta_{\bar x} \rangle$"
|
||
547,$3.2 \times 10^{15}$
|
||
548,$P=L + \delta (a-L)$
|
||
549,$\mathsf{E}[X\cdot Z\circ T]=\mathsf{E}[X\cdot Z\circ T_B\circ T_A ]=\mathsf{E}[X \cdot Z\circ T_A]=\mathsf{E}[X\circ T_A^{-1}]=\mathsf{E}[X Z]$
|
||
550,"$(X,Y)$"
|
||
551,$\partial \zeta_{\bar x}/\partial x_i$
|
||
552,$\delta = \delta(p) = 1-\nu(p)$
|
||
553,$\lim_n \mathsf{E}_{\mathsf{Q}_n}(X)=\rho(X)$
|
||
554,$g^a\equiv n\pmod{p}$
|
||
555,$P(a) = S(a) + \delta F(a)$
|
||
556,$\hat\rho(A_k)$
|
||
557,$g'=0$
|
||
558,$X=X(I)$
|
||
559,$g(s)=\dfrac{r_{occ}+s(1+r_{use})}{1+r_{occ}+r_{use}s}$
|
||
560,$\mathsf{Q}_n\in\mathscr{P}$
|
||
561,$g^-1(p)$
|
||
562,$S=1-F$
|
||
563,${}^nS^{-1}_X(t)\le {}^nS^{-1}_Y(t)$
|
||
564,$\iota\alpha(X)=\iota a$
|
||
565,$\mathsf{E}[Y\mid X] = X$
|
||
566,$f^*_i$
|
||
567,"$(fun3.north west)+(-\smlspc,\smlspc)$"
|
||
568,"$[0, 1]$"
|
||
569,"$(fun1a.south east)+(\smlspc,-\smlspc)$"
|
||
570,"$(rep.south) + (0.5, -1.0)$"
|
||
571,$\rho^*=\rho(0.5)$
|
||
572,$g(S(x))\approx S(x)\approx 1$
|
||
573,$=(1-\alpha)\mathsf{TVaR}_\alpha(X)$
|
||
574,$B\cup B_t = (B\cap B_t) \cup C_t$
|
||
575,"$X^n_t=1_{[1+T_n, \infty)}$"
|
||
576,$(p-\nu-il)/(v-l)$
|
||
577,"$G(x+th, \omega+d\omega) = c_k(x+th)$"
|
||
578,$(k+1)\times 1$
|
||
579,$X_n\le 1$
|
||
580,"$\langle NF(x), Th_i \rangle+\langle \partial NF/\partial x_i, \zeta_{GF(x)} \rangle$"
|
||
581,$\partial a/ \partial x_i$
|
||
582,$\rho(I)\rho(X)=g(s)\rho(X)$
|
||
583,$\mathsf{Var}(\Pi)$
|
||
584,$\nu(p)=1/(1+\rho(p))$
|
||
585,"$g:[0,1]\to[0,1]$"
|
||
586,$g(S(a))-S(a)$
|
||
587,$\delta N(a)$
|
||
588,$n$
|
||
589,$H(x)$
|
||
590,$\rho(X)=\mathsf{E}_Q(X)=\mathsf{E}_Q(Y)+\mathsf{E}_Q(Z)$
|
||
591,$\rho(X)\le \rho(Y)$
|
||
592,$P_Q = \mathsf{P}[(X-a)V(a)]$
|
||
593,$q_j$
|
||
594,"$(fun1.north west)+(-\medspc,\medspc)$"
|
||
595,$\zeta NF$
|
||
596,$a = q_X(0.995)$
|
||
597,$S(x)=1=F(x)$
|
||
598,$d+v=1$
|
||
599,$K=g^k$
|
||
600,$b-a$
|
||
601,"$(Bob)+(0,-2)$"
|
||
602,$X^{\oplus N}$
|
||
603,"$(a-X)^+:=\max(a-X, 0)$"
|
||
604,$\rho_{1/2}$
|
||
605,"$s,t \in[0,1]$"
|
||
606,$10^{17}$
|
||
607,$M_0$
|
||
608,$\int_0^1 Z=1$
|
||
609,$\rho(X)=\mathsf{TVaR}_1=\esssup$
|
||
610,$\nu < 1$
|
||
611,"$\pi : X\mapsto (X, \alpha(X))\mapsto E_g(X\wedge \alpha(X))$"
|
||
612,$\rho_m(X) = \mathsf{E}(X) + (\rho_m(X)-\mathsf{E}(X))$
|
||
613,$(x-y)^n$
|
||
614,"$u\in D_n=\{ u \mid u^{(k)} \ge 0, k=1,\dots,n-1, u^{(n-1)}\text{ nondecreasing} \}$"
|
||
615,$\mathsf{E}(XZ \mid \mathcal{G})$
|
||
616,$\bar a_{\lcroof{n}}$
|
||
617,$(S(x) + \delta(F(x))F(x)) dx$
|
||
618,$m + ra = ks$
|
||
619,$Q$
|
||
620,$n-1$
|
||
621,$-1$
|
||
622,"$(1-g(S(x)),x)$"
|
||
623,$k_0>\ge 2$
|
||
624,$\Pi$
|
||
625,$\rho_i$
|
||
626,$\bar a_x = \bar a_{x:\lcroof{b}} + v^b{}_bp_x\bar a_{x+b}$
|
||
627,$v-l$
|
||
628,$\delta_p/\nu_p = \rho_p$
|
||
629,$\rho(-X+a)=\rho(-X) + a \le 0$
|
||
630,$r = g^k$
|
||
631,"$(0,1) < 1$"
|
||
632,$\mathcal F_1=\sigma(N)$
|
||
633,$dt$
|
||
634,$Z_1=Z\circ T_A$
|
||
635,"$(fun4a.south -| fun3a.west)+(-\medspc,-\medspc)$"
|
||
636,$dx=x_{i+1}-x_i$
|
||
637,"$x=1.5, M=1.5,\sigma=0.75, K=6$"
|
||
638,$ from policyholder as premium and capital $
|
||
639,$\hat X_i=\hat x_i$
|
||
640,$\nu(dx)$
|
||
641,$0.5$
|
||
642,$\liminf \rho(X_n) \ge \rho(X)$
|
||
643,$M(a)=\mathsf{E}(X\wedge a) + \delta N(a)$
|
||
644,$S(x) + \delta F(x)$
|
||
645,"$(ckey1.north west)+(-\boundpad,\boundpad)$"
|
||
646,$10 million I **must care more** about a loss of $
|
||
647,$1.5\times 10^{37}$
|
||
648,$Q\in \mathscr{P}$
|
||
649,"$a,b$"
|
||
650,$\zeta>0$
|
||
651,$\mathsf{E}(X_i \mid X \le a)$
|
||
652,$X=C+G$
|
||
653,$\rho(X)\le\liminf_{n\to\infty} \rho(X_n)$
|
||
654,$M_X(k)\le M_Y(k)$
|
||
655,$t=t_2$
|
||
656,$T_t$
|
||
657,$H:\mathcal X\to\mathbb R$
|
||
658,$\phi_i = \mathsf{E}(X_i)/\mathsf{E}(Y)$
|
||
659,$\mathsf{E}_Q(Y\mid X)\mathsf{E}(Z\mid X) = \mathsf{E}(YZ \mid X)$
|
||
660,$g(s) = t_{df}(t_{df}^{-1}(s)+\lambda)$
|
||
661,$\rho=\rho(p)$
|
||
662,"$2*(1,1)$"
|
||
663,$\lambda > 0$
|
||
664,$\rho=0.12$
|
||
665,${}_nE_x$
|
||
666,$\rho(T)\ge T$
|
||
667,$p\mathsf{E}[X\mid X<x_p]$
|
||
668,$\nu=\nu(p)$
|
||
669,$p-\nu$
|
||
670,$R>C$
|
||
671,$\delta=\log(1+i)$
|
||
672,$a=1$
|
||
673,$\approx (920+961)/2=940.5$
|
||
674,"$(Alice) + (0,-2)$"
|
||
675,$v\mathsf E[X] + d\max(X)=\rho(X)$
|
||
676,$\rho_{(g)}=\max\{\mathsf{E}(ZX) \mid Z\in \mathcal{A}\}$
|
||
677,"$G(x,\omega)=c_k(x)$"
|
||
678,$P=\displaystyle\sum_i P_i$
|
||
679,$t \le g(t) = \displaystyle\frac{t}{1-p}$
|
||
680,$\lambda_{t}$
|
||
681,$P + \rho_i(F_i)$
|
||
682,$X\circ T=X$
|
||
683,$\sigma_\mu(\alpha) = \int_0^\alpha \frac{1}{1-p}\mu(dp)$
|
||
684,$X_i < cx/a$
|
||
685,$age$
|
||
686,$\zeta=\Omega$
|
||
687,$X = X_0 + M + A$
|
||
688,$l(p)= \nu(p)-\sqrt{(1-p)/p}$
|
||
689,$Y \Leftrightarrow \rho(X)\le \rho(Y)$
|
||
690,$\beta_i(t)<\alpha_i(t)$
|
||
691,$\sqrt{FS}\gg S$
|
||
692,$dx_i$
|
||
693,$\rho^*(\mu)=\infty$
|
||
694,$\mathsf{E}[hY]$
|
||
695,$U$
|
||
696,$\mathsf{TVaR}_{1}$
|
||
697,"$\mathsf{E}(X_{i,2}(a))$"
|
||
698,$p_a$
|
||
699,$4/3$
|
||
700,$\infty$
|
||
701,$12.318 / 260.81 = 4.7\%$
|
||
702,$1-\tilde p=g(S(x))$
|
||
703,$c_x-c_{\text{Nov 1}}$
|
||
704,$k-\rho_m(X)$
|
||
705,"$P(X_1+X_2)=M(X_1+X_2, \psi(X_1+X_2))=$"
|
||
706,$\rho(\cdot\mid\mathcal F_1)$
|
||
707,$h\in \nabla\rho(X)$
|
||
708,$\bar x$
|
||
709,$(v-\nu^*)\int_0^a \sqrt{F(x)S(x)}dx$
|
||
710,$Z\circ T_B=Z$
|
||
711,$\displaystyle\int_0^\infty xd(g\circ F)(x)$
|
||
712,$\rho:L_p\to\bar\mathbb{R}$
|
||
713,$x=z$
|
||
714,$A_k=A_0 + kN$
|
||
715,$ is the total return on invested assets and $
|
||
716,$b\approx 0.95$
|
||
717,$t=1-g(1)=0$
|
||
718,$\le_{\mathrm{cx}}$
|
||
719,$\nu(F(x))F(x) = \nu(p)p$
|
||
720,$q=1-p=S(x)$
|
||
721,"$r_o,r_K$"
|
||
722,$q(u_i)$
|
||
723,$\bar P^a(t)=\bar P^a_1(t)+\bar P^a_2(t)$
|
||
724,${}_b\bar V=1-\bar a_{x+b}/\bar a_x$
|
||
725,$\mathsf{E}(X) = \displaystyle\int_0^\infty xf(x)dx = -xS(x)\Big\vert_0^\infty + \displaystyle\int_0^\infty S(x)dx = \displaystyle\int_0^\infty S(x)dx$
|
||
726,$\theta(p)=q(1-g^{-1}(1-p))/q(p)$
|
||
727,$v-\nu^*$
|
||
728,$t\to 1$
|
||
729,$p(a) = \nu S(a) + \delta = \nu (S(a) + \rho)$
|
||
730,$1 \times 10^{19}$
|
||
731,$10^{20}$
|
||
732,$i=0.025$
|
||
733,"$(1,1)$"
|
||
734,$\nu$
|
||
735,$\rho_k\to\infty$
|
||
736,$\mathcal F_1=\sigma(I)$
|
||
737,$f(s) = -g''(1-s)(1-s)$
|
||
738,$r_O$
|
||
739,"$50 of the amount allowed on each claim in the classes under subsections 3, 4, 4-B, 5 and 6 must be deducted from the claim and included in the class under subsection 8. Claims may not be cumulated by assignment to avoid application on the $"
|
||
740,$k\mathsf B(s)$
|
||
741,$r_{qp}=\sqrt{pq}$
|
||
742,$\phi$
|
||
743,$\mathsf{MON}$
|
||
744,$g^{ak}=(g^a)^k$
|
||
745,$F_{\mathbf{x}}(t)=s$
|
||
746,$\rho(X)=\sum_i \mathsf{E}_\mathsf{Q}(X_i)$
|
||
747,$Y\le X=0$
|
||
748,$k=\mathsf E[X]$
|
||
749,$g\in\mathscr{P}$
|
||
750,$p(1-p)$
|
||
751,$x\not= y$
|
||
752,"$\rho(X)= \sup_\zeta \langle \zeta, X \rangle$"
|
||
753,"$h_{i,\epsilon}$"
|
||
754,"$(X_1,\dots,X_n)$"
|
||
755,$R$
|
||
756,$A=X_1 + \cdots + X_N$
|
||
757,$g\in\mathscr P$
|
||
758,$=F^{-1}(p)=$
|
||
759,$g^{-1}$
|
||
760,$q(1-g^{-1}(1-p))$
|
||
761,$Y=\log(X)$
|
||
762,$r = \nabla r$
|
||
763,$\bar S_i(\mathbf{x}; a) := \mathsf{E}[X_i(\mathbf{x}; a)]$
|
||
764,$N(m)$
|
||
765,$a_i = \mathsf E[X_i \mid X \ge a]$
|
||
766,$X\in L^\infty$
|
||
767,$-\int xdS=\int Sdx$
|
||
768,$p=\sigma^{-2}$
|
||
769,$X=\displaystyle\sum_i X_i$
|
||
770,$\partial \rho(X)$
|
||
771,$da > 0$
|
||
772,$s$
|
||
773,$a_1\not=a_2$
|
||
774,$H_k(X)=H_k(Y)$
|
||
775,$\theta(p)\equiv 1$
|
||
776,$\mathsf{E}_\mathsf{Q}(\cdot)$
|
||
777,$g(1-F(x))=1-\tilde p$
|
||
778,"$\mu_t:=\lambda_t / \int_0^1\lambda_s \,ds$"
|
||
779,$d\mathsf{Q}=g'(1-p)dp$
|
||
780,$\ge a$
|
||
781,$\mathcal{M}$
|
||
782,"$k \in_{R} \{2,\dots,p-2\}$"
|
||
783,$\int_0^x$
|
||
784,$F:\mathbb{R}^n\to \mathcal{X}^n$
|
||
785,$N$
|
||
786,$\bar M(a)$
|
||
787,$C_i=\partial \bar P^a/\partial x_i$
|
||
788,$\mathcal F_1\subseteq \mathcal F$
|
||
789,$2.6 \times 10^{12}$
|
||
790,$\| \sigma \|_p \le c$
|
||
791,$\|Z\| = \mathsf{E}(| Z|^p)^{1/p}$
|
||
792,"$700 million. Enstar, which owns 9.1% of Watford’s common shares, at the same time agreed to abandon its quest to buy the insurer. In May 2020, activist investor Capital Returns Management LLC called for Watford to be sold or put into runoff, complaining about “consistently poor operating and stock performance” in comparison with its peers in the industry. When an initial offer of $"
|
||
793,$t=0$
|
||
794,$0.125$
|
||
795,$=\mathsf{E}(X\mid X > a)$
|
||
796,"$t\in[t, t+dt]$"
|
||
797,$\rho_\phi(X)=\displaystyle\int_0^1 q(p)\phi(p)dp=\displaystyle\int_0^1 q(p)g'(1-p)dp=\displaystyle\int_0^\infty xg'(1-F(x))f(x)dx$
|
||
798,$\rho(X)=\mathsf{E}(q(U)\phi(U))=\mathsf{E}_Q(q(U))$
|
||
799,$-\log(1-\alpha)$
|
||
800,$ds=g'(1-t)dt$
|
||
801,$Z\ge 0$
|
||
802,$M_r$
|
||
803,$g^mA^r == r^s$
|
||
804,$b\mu_x v^b$
|
||
805,$\mathsf{E}_\mathsf{Q}(X_i) = \mathsf{E}_\mathsf{Q}(\mathsf{E}_\mathsf{Q}(X_i \mid X)) = \mathsf{E}_\mathsf{Q}(\mathsf{E}(X_i \mid X))$
|
||
806,$. Then $
|
||
807,$\iota$
|
||
808,$\epsilon >0$
|
||
809,$\hat\rho(X)<\rho(X)$
|
||
810,$\sum_i I_i=1$
|
||
811,"$M(X_1, a_1)+M(X_1, a_2)=M(X_1, a_1+a_2)$"
|
||
812,"$=\mathsf{E}(\min(X,a))=\mathsf{E}(X\wedge a)$"
|
||
813,$\pi'(s) = \displaystyle\frac{d}{ds}(g(s)g(k/s))$
|
||
814,"$(A=g^a,a)$"
|
||
815,$X \lt a$
|
||
816,"$x=2, M=1.5,\sigma=0.75, K=6$"
|
||
817,$h=H(A)$
|
||
818,"$X\sim\text{Lognormal}(\text{mean}=5000, cv=3)$"
|
||
819,$\rho(p)=\rho(F(x))$
|
||
820,$ of paying and $
|
||
821,$\mathsf{TVaR}(p)=(1-p)^{-1}\int_{p}^1 q(s)ds$
|
||
822,$p=\infty$
|
||
823,$x+dx$
|
||
824,$d\tilde p =g'(1-p)dp$
|
||
825,$X(x) = \sum_i x_iX_i$
|
||
826,$G>q_\alpha$
|
||
827,$M(a)=g(S(a)) - S(a)$
|
||
828,$x \times [f(x)dx]$
|
||
829,$S_Y(a)$
|
||
830,$\bar a_{x:\lcroof{n}}$
|
||
831,$\rho_\phi(X)=\displaystyle\int_0^1 q(p)\phi(p)dp=\displaystyle\int_0^\infty g(S(x))dx=\rho_{(g)}(X)$
|
||
832,$\delta\bar a_{x:\lcroof{n}}$
|
||
833,$\bar A^{1}_{x:\lcroof{1}}$
|
||
834,$\rho^*(\zeta-1)$
|
||
835,$(v-\nu^*)\sqrt{F(x)S(x)}$
|
||
836,$\theta=c=\nu^2$
|
||
837,$ because $
|
||
838,$\tilde F$
|
||
839,$(\partial \alpha/\partial x_i)q_X(\alpha)q_\zeta(1-\alpha)$
|
||
840,$A$
|
||
841,$-$
|
||
842,$\tilde W$
|
||
843,$\tilde p/p$
|
||
844,"$\bar P_i(\mathbf{x},a):=\mathsf{E}_g[X_i(\mathbf{x}; a)]$"
|
||
845,$(x)$
|
||
846,$\mathsf{TI}$
|
||
847,$t_1<\cdots<t_n$
|
||
848,$(g(S(a)) - S(a)) / (1 - g(S(a)))$
|
||
849,$\subseteq$
|
||
850,$S(a)$
|
||
851,"$(rep.east) + (1.5, -1.75)$"
|
||
852,$f(\square)\mapsto f(\square)-1$
|
||
853,$t/(1-t)$
|
||
854,$\hat\rho_{\mathcal F_1}$
|
||
855,"$N\sim\text{Mixed Poisson}(\lambda=0.08 \times (\text{vehicles insured}), cv=0.075)$"
|
||
856,$1/x$
|
||
857,$\rho(X) \le \rho(Y)$
|
||
858,$1-p=q$
|
||
859,$\mathsf{E}(X) = E(X_i \mid X\le a)F(a) + =E(X_i \mid X > a)S(a)$
|
||
860,$\text{E}(G^3)=g$
|
||
861,$X^{\oplus n}=X_1 + \cdots + X_n$
|
||
862,$Ann+V$
|
||
863,$Z\in L_1$
|
||
864,$F(t)=p$
|
||
865,$-k_i 1_{A_i}$
|
||
866,"$31.5 million. Nine of Argonaut’s 11 top officers were fired, and Singleton began running the operations from headquarters in Los Angeles. Argonaut, one of the last large companies in the malpractice market, discontinued underwriting individual policies for the 20,000 physicians it covered. It continued to offer coverage to the 25 percent of the nation’s hospitals it covered, but at higher rates and covering fewer risks. In the meantime, the company collected $"
|
||
867,$a=\inf$
|
||
868,$k_1 >0$
|
||
869,$X_n\downarrow 0$
|
||
870,$\rho=\text{AVaR}$
|
||
871,"$R_1(t),R_2(t)$"
|
||
872,$E_Q(N_i) = E_Q(\nabla \rho) + E_2$
|
||
873,$a\le X\le b$
|
||
874,$t<0.12$
|
||
875,$\text{E}(G^r)=\theta^r\Gamma(a+r)/\Gamma(a)$
|
||
876,"$10 monthly premium and pay out as much as, say, $"
|
||
877,"$(fun4.north west)+(-\smlspc,\smlspc)$"
|
||
878,$\mathsf E[A] \le \mathsf E[\rho(X^{\oplus N})] \le \rho(A)$
|
||
879,$a=\max X$
|
||
880,$s_l = f / (n+1)$
|
||
881,$M^{\tau_n}_t = M_{t \wedge \tau_n}$
|
||
882,$\rho(\cdot\mid \mathcal F_1)$
|
||
883,$0\le \alpha<1$
|
||
884,$n=2^2$
|
||
885,$H_g(X) \le H_g(Y)$
|
||
886,$\nu(p) = v-(v-\nu^*)\sqrt{(1-p)/p}$
|
||
887,$\mathsf{E}_Q$
|
||
888,$\nabla\partial\rho(Z)$
|
||
889,"$\sigma=2.0,3.0$"
|
||
890,$w \ge 0$
|
||
891,$Z=\frac{X-\mathsf{E}[X]}{\sigma(X)}$
|
||
892,$k= \mathsf{E}(X\wedge k) + (\rho_m(X\wedge k) - \mathsf{E}(X\wedge k)) + (k-\rho_m(X\wedge k))$
|
||
893,$=q(p)$
|
||
894,$\delta^2 p +\nu^2q-(p-\nu)^2=\delta^2 p -p\nu^2 -p^2+2p\nu =p(\delta^2 -\nu^2) -p^2+2p\nu =p(\delta -\nu) -p^2+2p\nu =p\delta -p^2 + p\nu = p-p^2$
|
||
895,$N\mid G$
|
||
896,$\mathsf{E}(L) = q(p)\delta$
|
||
897,$\rho(X)=\mathsf{E}[gX]$
|
||
898,$u_l>0$
|
||
899,$\alpha_i(t) = \mathsf{E}[X_i /X \mid X> t]\not=\mathsf{E}[X_i\mid X> t]/\mathsf{E}[X\mid X>t]$
|
||
900,$=Q=\mathrm{MV}(a-X)^+$
|
||
901,$\zeta=0$
|
||
902,$\mathsf{Var}(X_i)>0$
|
||
903,$\phi(0)$
|
||
904,$2^2\rightarrow 3^3-1=2\times 3^2 + 2\times 3 + 2 = 26$
|
||
905,$\hat\rho(Y)$
|
||
906,${}_tV$
|
||
907,$\tilde\rho$
|
||
908,$a=0$
|
||
909,$\square^\square-1$
|
||
910,$\rho_t(X) = \rho_t(-\rho_{t+1}(X))$
|
||
911,"$\alpha_p = 1- (\| (X-\eta_{p,\alpha})_+\|_{p-1} / \| (X-\eta_{p,\alpha})_- \|_{p})^{p-1}$"
|
||
912,$t$
|
||
913,$c\ge 1$
|
||
914,$g'(0)\le 1$
|
||
915,$\mathsf{E}(\theta)=1$
|
||
916,$\mathsf{TVaR}_{0.99}(X)=119.8=\mathsf{E}(W+Q\mid X\ge 100)=\mathsf{E}(W\mid X\ge 100) + \mathsf{E}(Q\mid X\ge 100)=19.8+100$
|
||
917,$\mathsf{E}(T)=74.25$
|
||
918,"$X\wedge a:=\min(X,a)$"
|
||
919,$P_Q$
|
||
920,$\bar\delta$
|
||
921,$\bar a_{40}=17.95$
|
||
922,$Y= IX$
|
||
923,$L^p$
|
||
924,$\mathsf E[A_0\mid N=n]=\mathsf E[X_0^{\oplus n}]=0$
|
||
925,"$(asecret.east) + (0,-0.5)$"
|
||
926,$\rho(X_n)\downarrow 0$
|
||
927,$\tilde p=\tilde p(p)$
|
||
928,$dp=$
|
||
929,$t=0.25$
|
||
930,$\zeta_\epsilon$
|
||
931,$s_s < s < s_f$
|
||
932,$\exp(n(e^\zeta-1))$
|
||
933,$M$
|
||
934,$0<p<1$
|
||
935,$10^6A_{75}=508676.91$
|
||
936,$R_i(t)>C_i(t)$
|
||
937,$\rho(X)=\sum_i \mathsf{E}_\mathbb{Q}(X_i)$
|
||
938,$se(\hat\beta)$
|
||
939,$1 - g(s)$
|
||
940,"$j = 1, 2$"
|
||
941,$\text{E}(G)=a\theta$
|
||
942,$\rho(-k_1 1_{A_1}) = k_1 \rho(-1_{A_1}) < c$
|
||
943,$H=G_0-F$
|
||
944,$-g''$
|
||
945,$\alpha=d$
|
||
946,$Y=h(Z)$
|
||
947,$\alpha(X)=a$
|
||
948,"$(fun1a.south -| fun4a.south east)+(\smlspc,-\smlspc)$"
|
||
949,$m=K^{-1}Km$
|
||
950,"$\langle \cdot,\cdot\rangle:\mathcal{X}\times\mathcal{M}\to \mathbb{R}$"
|
||
951,"$p\in[1,\infty]$"
|
||
952,$\mathsf{P}$
|
||
953,$q_Y$
|
||
954,$\bar P^a$
|
||
955,$\bar Q$
|
||
956,$\{X\le a\}$
|
||
957,$E_\mathsf{Q}(X_i) = E_\mathsf{Q}(E_\mathsf{Q}(X_i \mid X))$
|
||
958,"$\phi:[0,1]\to [0,\infty)$"
|
||
959,$q(p)=\mathsf{VaR}(p)$
|
||
960,$\rho(X)-a$
|
||
961,$m(p)$
|
||
962,$v^b{}_bq_x\bar a_{x+b} /\bar a_x=v^b{}_bq_x(1-{}_b\bar V)$
|
||
963,$\epsilon > 0$
|
||
964,$\mathsf{E}(Q/X | X\ge x)$
|
||
965,$v\mathsf E[X_i]$
|
||
966,$\tau>0$
|
||
967,$\Longleftrightarrow$
|
||
968,$\rho(X+Y)=\rho(X)+\rho(Y)$
|
||
969,$\lambda=0.1525$
|
||
970,$\mathsf E[X_i\mid X=x]$
|
||
971,$=a$
|
||
972,$P_{x+b}-P_x > 0$
|
||
973,$0<\alpha<2$
|
||
974,$p(\delta_p-il_p)$
|
||
975,$1 - \mathsf{Pr}(Z>\mathsf{E} Z)$
|
||
976,"$[a,b]$"
|
||
977,"$(valu\x.south east)+(\boundpad,-\boundpad)$"
|
||
978,"$\rho(X) = \sup_{\zeta\in A} \langle \zeta, X \rangle$"
|
||
979,$P(a) = \nu S(a) + \delta = \nu (S(a) + \rho)$
|
||
980,"$(X,a_2)$"
|
||
981,$\mathsf{E}_\mathsf{Q}(Y\mid X)\mathsf{E}(Z\mid X) = \mathsf{E}(YZ \mid X)$
|
||
982,$r=0.045$
|
||
983,$a$
|
||
984,$F(x):=\mathsf{Pr}(X\le x)$
|
||
985,"$C_{1,\cdot}$"
|
||
986,$\mathsf{E}_Q(\cdot)$
|
||
987,$g(s)=(s/1-p)^\alpha\wedge 1$
|
||
988,$\omega$
|
||
989,$ = a bond with probability $
|
||
990,$p=0.1$
|
||
991,$26 \rightarrow 2\times 4^2 + 2\times 4 + 1=41 \rightarrow 60 \rightarrow 83 \rightarrow 109\rightarrow\dots$
|
||
992,$x=3$
|
||
993,$p\delta_p/p\nu_p=\iota_p$
|
||
994,$t=0.5$
|
||
995,$c\ge 1/2$
|
||
996,$\mathbb{R}^n$
|
||
997,$\phi(t) = g'(1-t)$
|
||
998,$k<k_0$
|
||
999,$\rho(X) = \inf\{ \alpha \mid X+\alpha \in \mathcal{A} \}$
|
||
1000,$a\theta=1-s$
|
||
1001,$g'(t)<1$
|
||
1002,$0 \ge \rho(Y-X) \ge \rho(Y) - \rho(X)$
|
||
1003,$B<C<A$
|
||
1004,$\square$
|
||
1005,$0 < \mu < \lambda$
|
||
1006,"$F_n^{-1}(1)=\frac{1}{(n-1)!}\mathsf{E}[\min(X_1,\dots, X_{n-1}]$"
|
||
1007,$=\mathsf{E}(X_i/X \mid X \le a)$
|
||
1008,$X(\mathbf{x})(\omega)=q_\omega(\mathbf{x})$
|
||
1009,$p>0.5$
|
||
1010,$X+\epsilon Y$
|
||
1011,$1-\Phi(x)=\Phi(-x)$
|
||
1012,$>q(p)$
|
||
1013,$k\ge n$
|
||
1014,$\alpha(X_u) = \text{E}[X\mid X > F_u^{-1}(p)]$
|
||
1015,$E(u(X)) \le E(u(Y))$
|
||
1016,$p_n=\mathsf{Pr}(N=n)$
|
||
1017,$\zeta-\zeta_\epsilon$
|
||
1018,$\mathsf{E}_Q(X) =\mathsf{E}(\theta X /\mathsf{E}(\theta))$
|
||
1019,$g(s)g(t)=O(d^2)< g(s)$
|
||
1020,$Y\le a$
|
||
1021,$\zeta\in\partial(X)$
|
||
1022,$\rho(T)$
|
||
1023,$13809$
|
||
1024,$n+2$
|
||
1025,$P(a) = L(a) + \iota (a-P(a)) = \nu L(a) + \delta a$
|
||
1026,$x_1$
|
||
1027,$\sum_j \mathsf{TVaR}_{p_j}(X)m_j$
|
||
1028,$\mathscr{O}(\zeta)=\{\zeta T \mid T\in MPT\}$
|
||
1029,$\rho(1_A) = 1$
|
||
1030,$g'(x)=0$
|
||
1031,$\{X>a\}$
|
||
1032,$\alpha(\cdot)$
|
||
1033,"$h(t)=\int_0^t F_Z^{-1}(1-u)\,du$"
|
||
1034,$g''(p)=-\phi'(1-p)\le 0$
|
||
1035,$x = 0$
|
||
1036,$(\bar a_x - \bar a_{\lcroof{b}})/\bar a_x$
|
||
1037,$t=0=1$
|
||
1038,$P=\rho_{PH}(X)$
|
||
1039,$\mathbf{x}'$
|
||
1040,$\mathrm{L}$
|
||
1041,$\mathsf{E}(X) = \mathsf{E}(X\mid X \le a)F(a) + \mathsf{E}(X\mid X > a)S(a)$
|
||
1042,$(1-t)/t$
|
||
1043,$c=1.124$
|
||
1044,"$(Alice) + (0,-4)$"
|
||
1045,"$\mathsf{cov}(h^i, Y(\mathbf{X})) = \mathsf{E}_P[h^iY(X)]$"
|
||
1046,$0<\alpha_1<\alpha_2<1$
|
||
1047,"$\rho(X,a)=\int_0^a S(x) + \delta(F(x))F(x)dx$"
|
||
1048,$l(p)= \nu-\sqrt{p(1-p)}$
|
||
1049,$p-1=22$
|
||
1050,$q_{\cdot}(\mathbf{x})$
|
||
1051,$\cdot$
|
||
1052,$\nabla\rho(X)=\{h\}$
|
||
1053,"$i=0,\dots,n-1$"
|
||
1054,"$ is time cheap. Indeed, the condition implies the denominator is $"
|
||
1055,$g(\sqrt{st})^2$
|
||
1056,$g(s)g(t)-g(st)$
|
||
1057,$0.475$
|
||
1058,"$(ckey2.north west)+(-\boundpad,\boundpad)$"
|
||
1059,$\rho_t(X) = \displaystyle{1}{\beta} \log \mathsf E[e^{-\beta X}\mid \mathscr F_t]$
|
||
1060,$\bar A_{x+b}$
|
||
1061,$\rho(X+\epsilon Y)-\rho(X)$
|
||
1062,$\prec_3$
|
||
1063,$\rho(T)=76.11$
|
||
1064,$\bar R(a)$
|
||
1065,"$4.7\times 10^{21} / 10^{19} = 470 \text{\,seconds} \approx 8\text{mins}$"
|
||
1066,$X^{\oplus n}$
|
||
1067,$\sup \{ \mathsf{E}(LZ) \mid Z \preceq \sigma \}$
|
||
1068,"$(Alice)+(0,-2)$"
|
||
1069,"$g(s) = \max(g_m, g^0(s))$"
|
||
1070,$g'(1)=\alpha < 1$
|
||
1071,"$X_-:=\max(-X,0)$"
|
||
1072,$g'(1-s)$
|
||
1073,$X\in \mathcal X$
|
||
1074,$\mathsf{E}_Q(N_i) =$
|
||
1075,$\iff P +\rho_i(F_i) < \rho_i(X_i) \iff P < \rho_i(X_i) - \rho_i(F_i)$
|
||
1076,$g'(S(x))=dQ/dP$
|
||
1077,$G=\sum_i N_i(x_i) + C_i(x_i)$
|
||
1078,$F_X$
|
||
1079,$5 \times 10^9$
|
||
1080,$1-\tilde p$
|
||
1081,$\mathsf{E}_Q=\mathsf{E}$
|
||
1082,$1- \nu F(x)$
|
||
1083,$\delta_p=1-\nu_p=\rho_p\nu_p$
|
||
1084,$X^{\oplus n} -\mathsf E[X] = X^{\oplus n-1} + (X'-\mathsf E[X])$
|
||
1085,$\mathsf{E}[Y]=1$
|
||
1086,"$\langle \mu,Y \rangle - \langle \mu,X \rangle = \langle \mu, Y-X \rangle \ge 0$"
|
||
1087,$q(p)=c$
|
||
1088,$\mu$
|
||
1089,$\mathsf{E}(X_ig'(S))$
|
||
1090,$x=0$
|
||
1091,$p\delta_p/p\nu_p=\rho_p$
|
||
1092,$g'(t)=αt^{α-1}$
|
||
1093,$s_u = (f+1) / (n+1)$
|
||
1094,$1-t=g^{-1}(1-s)$
|
||
1095,$\rho(X)=\mathsf{E}_\mathsf{Q}[X]$
|
||
1096,$X=q_X(U)$
|
||
1097,$A=\sum_n 1_{N=n}X^{\oplus n}$
|
||
1098,$i\in I$
|
||
1099,$L_p$
|
||
1100,$\mathsf{CoTVaR}(X_i)$
|
||
1101,$g(st) = \displaystyle\frac{st}{1-p} < \displaystyle\frac{s}{1-p}= g(s)g(t)$
|
||
1102,$\rho(X)=\lim_n \rho(X_n)$
|
||
1103,$\sigma=0.45$
|
||
1104,$\tilde F(x)=\mathsf{Pr}(\tilde X-\lambda\le x-\lambda)=\Phi(x-\lambda)$
|
||
1105,$x_iX_i$
|
||
1106,"$(0,0)$"
|
||
1107,$\alpha_i(t)$
|
||
1108,$q_X$
|
||
1109,$g(1)=1$
|
||
1110,$g'(1-s)=\phi(s)$
|
||
1111,"$\mathcal{M}\subset\mathscr{P}[0,1]$"
|
||
1112,$34.05$
|
||
1113,$\mathsf{Pr}(X>a)>1-\alpha$
|
||
1114,$k>m$
|
||
1115,$m(x) = \nu S(x) + \delta = \nu (S(a) + \rho)$
|
||
1116,$\sqrt{FS}$
|
||
1117,$P_{x+b}-P_x$
|
||
1118,$c_k$
|
||
1119,"$(X, a)$"
|
||
1120,$\mathsf{E}(X_i / X)$
|
||
1121,$ is a measure on $
|
||
1122,$k_i(a) = \phi_i(a) k(a)$
|
||
1123,"$\rho(G(\bar x))=\langle \zeta_{\bar x}, G(\bar x) \rangle$"
|
||
1124,$(a-X)^+$
|
||
1125,"$\langle \zeta, G \rangle=\int q_G q_\zeta$"
|
||
1126,$g(p)\ge p$
|
||
1127,$\rho(m) = \rho(0) - m$
|
||
1128,"$\mathsf{cov}(X_1, N | G = const_j) f_G(const_j)$"
|
||
1129,"$f'_\omega (\bar x, h)$"
|
||
1130,$g^a$
|
||
1131,$\mathsf{VaR}$
|
||
1132,$\bar P_{x+b}$
|
||
1133,$L_0^{a-Y}$
|
||
1134,$\sigma=0.25$
|
||
1135,$(\rho)$
|
||
1136,"$\bar P^a(t):=\bar P^a(1-t, t)$"
|
||
1137,$\mathsf{E}(X)=\int S(x)dx$
|
||
1138,$a=q_p(\mathbf{x})$
|
||
1139,$a(x)$
|
||
1140,$u^{iv}\le 0$
|
||
1141,$\mathsf{E}(X \mid X\ge q_{1/k}(X))$
|
||
1142,$\bar a_x = (1-\bar A_x)/\delta$
|
||
1143,$(g^{k})^a = K$
|
||
1144,$s=1$
|
||
1145,$X=Y+Z$
|
||
1146,$\le$
|
||
1147,"$(-\x*0.75, -2)$"
|
||
1148,$\mathsf{E}(YZ\mid X)=Z\mathsf{E}(Y\mid X)$
|
||
1149,"$X_+:=\max(X,0)$"
|
||
1150,$N_i=N_i(x_i)$
|
||
1151,"$50) of the amount allowed on each claim in the classes under subsections (3) to (7), inclusive, of this section, shall be deducted from the claim and included in the class under subsection (9) of this section. Claims may not be cumulated by assignment to avoid application of the fifty dollars ($"
|
||
1152,$\bar G'(a)=\frac{d\bar G}{da}=G(a)$
|
||
1153,$\nu(p)<1$
|
||
1154,$\mathsf{E}_q(X_1)$
|
||
1155,$\mathsf{E}(L)$
|
||
1156,$X_c$
|
||
1157,$s_u$
|
||
1158,"$T_{x,\delta}$"
|
||
1159,$\phi'(s)=\mu(ds)/(1-s)\ge 0$
|
||
1160,$SD(G')=\nu$
|
||
1161,$x+t$
|
||
1162,"$x=0.5, M=1.5,\sigma=0.75, K=6$"
|
||
1163,$g'(1)$
|
||
1164,$\nu(p) F(x)$
|
||
1165,$c_l<c=\mathsf{VaR}$
|
||
1166,$E_\mathsf{Q}(X_i \mid X)$
|
||
1167,$d(1-d)=v(1-v)=dv$
|
||
1168,$\hat\rho(A)<\rho(A)$
|
||
1169,$Q=A-P$
|
||
1170,$c<0$
|
||
1171,$Z=\sum_i b_i1_{E_i}$
|
||
1172,$A\in\mathcal{G}$
|
||
1173,$X=W+Q$
|
||
1174,$Z=Z(\mathbf{X})$
|
||
1175,$0 \le 0$
|
||
1176,$\tau=0.5$
|
||
1177,$\lambda$
|
||
1178,$C = cx/a$
|
||
1179,$=\dfrac{1}{1-p}\displaystyle\int_{p}^1 q(p)dp$
|
||
1180,$\mathsf{SA}$
|
||
1181,$\beta_i(t)/\alpha_i(t)<g(S(t))/S(t)$
|
||
1182,$Z\preceq \sigma$
|
||
1183,$p(a) = 1 - \nu F(a)$
|
||
1184,$C^{D+E}$
|
||
1185,$\beta((a-X)^+)$
|
||
1186,$xf(x)$
|
||
1187,$\rho(X)\ge -\rho(-X)$
|
||
1188,$l(p)= \nu(p)-\sqrt{p(1-p)}$
|
||
1189,$d=1/(1+r)$
|
||
1190,$\mathrm{MV}$
|
||
1191,$v+l$
|
||
1192,$2^{256}=115792089237316195423570985008687907853269984665640564039457584007913129639936=1.2\times 10^{77}$
|
||
1193,$kS = m + Ra$
|
||
1194,$\hat\rho(X)\ge \rho(X)$
|
||
1195,$A_{k_0}$
|
||
1196,$\sum_i a_i1_{D_i}$
|
||
1197,$\rho(X\wedge a)$
|
||
1198,$E(X_i/X \mid X)$
|
||
1199,"$697.6 billion in 2016, $"
|
||
1200,$\mathsf{E}(Z \mid \mathcal{G})=Z$
|
||
1201,$E(G')=1-f$
|
||
1202,$\zeta\in \mathcal{Z}*$
|
||
1203,$O(n)$
|
||
1204,$1_A$
|
||
1205,$X(x)=x$
|
||
1206,"$p\in [1, \infty]$"
|
||
1207,$iota^*$
|
||
1208,$A=\mathsf E[X]N + A_0\succeq \mathsf E[X]N$
|
||
1209,$\mu_x = A+Bc^x$
|
||
1210,$dQ/dp=\phi(p)$
|
||
1211,$F_Z^{-1}(U)\in\mathscr{P}$
|
||
1212,$A=\rho_{\mathsf{TVaR}}(X)$
|
||
1213,$ for all $
|
||
1214,$C_2(0)>\mathsf{E}[X_2]$
|
||
1215,$M(0)=1$
|
||
1216,$2\nu$
|
||
1217,$c_k-G\le 0$
|
||
1218,$\forall X\in L^p$
|
||
1219,$B_t$
|
||
1220,$\nu_p$
|
||
1221,$Q(a) = (L-a)V(a) = (L-a)^+$
|
||
1222,$p\nu_p$
|
||
1223,$L_{\sigma_1}\subset L_{\sigma_2}$
|
||
1224,$g(x)=x$
|
||
1225,"$(p,q(p))$"
|
||
1226,$S(x)dx$
|
||
1227,$\nabla p$
|
||
1228,$Z_1$
|
||
1229,$\mathsf{E}[X_i(1) \mid X(\mathbf{x}) = q_p(\mathbf{x}) ]$
|
||
1230,$g(S(x))=q(\tilde p)\phi(\tilde p)$
|
||
1231,$r_f$
|
||
1232,$\bar P_{40}=6908.82$
|
||
1233,$\phi(p)$
|
||
1234,$D_i-N_i > 0$
|
||
1235,$A=0.00022$
|
||
1236,"$(X,a_1)$"
|
||
1237,$\rho(X)=\int g(S(x))dx$
|
||
1238,$X_i(\mathbf{x}; a)$
|
||
1239,$0.5<t<1$
|
||
1240,$g<q$
|
||
1241,$ν$
|
||
1242,$\bar\iota$
|
||
1243,$0.318 / 260.81 = 0.13\%$
|
||
1244,$0.4-x^2/4.6-\log(x)$
|
||
1245,$X\ge Y\implies \rho(X) \ge \rho(Y)$
|
||
1246,"$[\alpha,1)$"
|
||
1247,$x_i=q(u_i)=F^{-1}(u_i)$
|
||
1248,$\epsilon(\mathsf{E}_q(X_1)-t)$
|
||
1249,$\rho_\sigma$
|
||
1250,"$(rep.east) + (1.5, -0.5)$"
|
||
1251,$l_c\le l_i$
|
||
1252,$\mathsf{TVaR}_1=\esssup$
|
||
1253,$R_2(t) > R_2(0)$
|
||
1254,$\sigma_\mu(\alpha) = \displaystyle\int_0^\alpha\dfrac{1}{1-u}\mu(du)$
|
||
1255,$\rho(X+Y)\le\rho(X) + \rho(Y)$
|
||
1256,$X \prec_n Y$
|
||
1257,$\phi_i(a)\mathsf{E}(Y\wedge a) = \mathsf{E}(X_i(a))$
|
||
1258,$\rho(X+x)=\rho(X)-x$
|
||
1259,$F:\mathbb{R}^n \to \mathcal{X}$
|
||
1260,$S>0$
|
||
1261,$G = C + \sum_i N_i$
|
||
1262,$\sqrt{2Np}=19$
|
||
1263,"$(fun1a.south -| fun3a.south east)+(\smlspc,-\smlspc)$"
|
||
1264,$g'$
|
||
1265,$Y-X\le 0$
|
||
1266,$\rho(X-a)=\rho(X)-a$
|
||
1267,$\mathsf E[F_i]$
|
||
1268,"$750,000,000). The deposit shall be made subject to the approval of the commissioner under those rules and regulations that he or she shall promulgate. The deposit shall be maintained at a deposit value specified by the commissioner, but in any event no less than one hundred thousand dollars ($"
|
||
1269,$\mathbb{Q}$
|
||
1270,$f(s) = \alpha(1-\alpha)(1-s)^{\alpha-1}$
|
||
1271,"$\nu \in\mathscr{P}[0,1]$"
|
||
1272,$a\ll \sum_i a_i$
|
||
1273,$g^{-1}(x)\le s$
|
||
1274,$\mathsf{TVaR}_p(X)=\frac{1}{1-p}\int_p^1 F_X^{-1}(t)dt$
|
||
1275,$A_1$
|
||
1276,$g_n$
|
||
1277,$\bar R$
|
||
1278,$\mathsf{E}_\mathsf{P}$
|
||
1279,$1/(1-\alpha)$
|
||
1280,$u'''>0$
|
||
1281,$Z_a$
|
||
1282,$t = 1$
|
||
1283,$id\times\tau$
|
||
1284,"$[0.37, 0.55]$"
|
||
1285,$B(1/2)$
|
||
1286,"$n=2,3$"
|
||
1287,$m(p)=q+p\delta_p$
|
||
1288,$\rho(-X)$
|
||
1289,$X=X_c + X_n$
|
||
1290,$\sigma=0.15$
|
||
1291,$\rho(\cdot)$
|
||
1292,"$[a,a+da]$"
|
||
1293,"$(s,t)$"
|
||
1294,$g'(0)>1$
|
||
1295,$\le 1$
|
||
1296,$q=1-p$
|
||
1297,$\rho(X)\ge -\rho(-X)\ge a$
|
||
1298,$(\mathsf{E}_q(X_1)-s)/\mathsf{E}_q(X_1)$
|
||
1299,"$200 of losses otherwise payable to any claimant under this subsection. All claims under life insurance policies and annuity contracts, whether for death proceeds, annuity proceeds or investment values, must be treated as loss claims. Claims may not be cumulated by assignment to avoid application of the $"
|
||
1300,$X_p =F_X^{-1}(p + (1-p)U_X$
|
||
1301,$X_i(\alpha)$
|
||
1302,$=\mathsf{E}(X_i/X \mid X > a)$
|
||
1303,$N=1$
|
||
1304,"$a\wedge b:=\min(a,b)$"
|
||
1305,$t_2-\epsilon$
|
||
1306,"$X_1,X_2$"
|
||
1307,$q(1)$
|
||
1308,$\theta<1$
|
||
1309,$\sum_i X_i(a) = X\wedge a$
|
||
1310,$X(T(s))=q(s)$
|
||
1311,$\tpx=\exp(-\int_0^t \mu_{x+s}ds)$
|
||
1312,$H$
|
||
1313,$g^{kS}=R^S$
|
||
1314,$a\mapsto n=g^a\pmod{p}$
|
||
1315,"$(x, g(S(x)))$"
|
||
1316,$0 \le \rho(0) = \rho(X-X) \le \rho(X) + \rho(-X)$
|
||
1317,$\bar a_{\lcroof{b}}=(1-v^b)/\delta$
|
||
1318,$CV=\nu=\sqrt{a}\theta$
|
||
1319,$\psi$
|
||
1320,$3.2 \times 10^{18}$
|
||
1321,$a_i=\rho_i(\tilde X_i)$
|
||
1322,$\rho(X-\rho(X))=\rho(X)-\rho(X)=0$
|
||
1323,$v$
|
||
1324,$\lambda_{x+t}=\lambda\mu_{x+t}$
|
||
1325,$\rho(X + \rho(X))=0$
|
||
1326,$\lambda=(1-\alpha_p)^{-1}$
|
||
1327,$\backslash$
|
||
1328,$\delta=\iota\nu$
|
||
1329,$\mathsf{E}[X_2]$
|
||
1330,$\rho(xX)=x\rho(X)$
|
||
1331,$R_1(t) = \bar P^a_1(t)/(1-t)$
|
||
1332,$g^{ak}=(g^k)^a$
|
||
1333,$f(0)=0$
|
||
1334,"$(fun5.north east)+(\medspc,\medspc)$"
|
||
1335,$p = 1-g^{-1}(1-\bar p)$
|
||
1336,$1-p$
|
||
1337,$C_1$
|
||
1338,$x<\mathsf{VaR}_p(X)$
|
||
1339,$μ = δ_α$
|
||
1340,"$P_c, P_n$"
|
||
1341,$g(s) =$
|
||
1342,$\rho_\phi$
|
||
1343,$\rho_\min(L_i)=\rho_i(L_i)$
|
||
1344,$\mathsf{E}(X_i \mid X=x)$
|
||
1345,$g(s)=s^{2/3}$
|
||
1346,$\epsilon(\mathsf{E}_q(X_1)-s)$
|
||
1347,$\sigma\in L_q$
|
||
1348,$a\ge \psi(X)$
|
||
1349,$l_p=\nu_p-\nu_{1/2}\sqrt{\bar p}$
|
||
1350,"$(N,m)$"
|
||
1351,$s=0$
|
||
1352,$x^∗$
|
||
1353,$C_t$
|
||
1354,$\mathsf{E}(X_i\mid X=x)$
|
||
1355,$i=1$
|
||
1356,$\tau_n$
|
||
1357,"$200 of losses otherwise payable to any claimant under this subsection other than the federal government. All claims under life insurance and annuity policies, whether for death proceeds, annuity proceeds or investment values, shall be treated as loss claims. Claims may not be cumulated by assignment to avoid application of the $"
|
||
1358,$G=f+G'$
|
||
1359,$-\partial g(S(x))/\partial x$
|
||
1360,$\mathcal X^\perp$
|
||
1361,"$\mathsf{E}_P[h_0]=\mathsf{E}_P[h_{i,\epsilon}]=1$"
|
||
1362,"$EL_a =\mathsf{Pr}(Y>a) = \mathsf{Pr}(\max(X_1, \dots, X_N)>a)=\mathsf{Pr}(\text{one or more events $"
|
||
1363,$\mathsf{E}_\mathbb{Q}$
|
||
1364,$\rho(0) = 0$
|
||
1365,$xf_i(x)$
|
||
1366,$\delta \ge 0$
|
||
1367,$Z'=ZT$
|
||
1368,$X \preceq_{sl} Y$
|
||
1369,$q(p)=F^{-1}(p)=\mathsf{VaR}_p(X)$
|
||
1370,$A=X_1 + \cdots X_N$
|
||
1371,$x\mapsto |x|$
|
||
1372,${}^1S^{-1}=S^{-1}$
|
||
1373,$m$
|
||
1374,$f$
|
||
1375,$g(s)=1$
|
||
1376,$\mathsf{E}[X_1]=\mathsf{E}[X_2]$
|
||
1377,$1-EL$
|
||
1378,$100$
|
||
1379,$C_k$
|
||
1380,$COC = (P-L) / Q$
|
||
1381,$\mathsf{E}_Q(X \mid \mathcal{G})\mathsf{E}(Z \mid \mathcal{G}) = E(XZ \mid \mathcal{G})$
|
||
1382,$c=\sup_{0\le\alpha<1} \dfrac{\int_\alpha^1 \sigma_2}{\int_\alpha^1 \sigma_1}$
|
||
1383,"$\mathcal{M}_{X,r_X}=\{m \in\mathcal{M} \mid \rho_m(X) = r_X \}$"
|
||
1384,$\mathsf{E}_\mathbb{Q}(X_i) = \mathsf{E}_\mathbb{Q}(\mathsf{E}_\mathbb{Q}(X_i \mid X)) = \mathsf{E}_\mathbb{Q}(\mathsf{E}(X_i \mid X))$
|
||
1385,"$ ""the standard way to obtain the $"
|
||
1386,$\rho(X)=\mathsf{E}[hX]$
|
||
1387,$R(a)$
|
||
1388,"$f(x, \cdot)\in L_p(\Omega, \mathcal{F}, \mathcal{P})$"
|
||
1389,$\pi'(\sqrt k)=0$
|
||
1390,$\rho_{m'}(Y) < 89$
|
||
1391,$i>0$
|
||
1392,$(L^t)^+$
|
||
1393,$P(x) = \sum_i P_i(x)$
|
||
1394,$\dots$
|
||
1395,$X=X_+-X_-$
|
||
1396,$\mathsf{Var}(\pi)=\bar p/(\nu_p-l_p)^2$
|
||
1397,$q_X(p)$
|
||
1398,$a=a(f)$
|
||
1399,$(1-\alpha)^{-1} \min_c c(1-\alpha) + \mathsf{E}(X-c)_+$
|
||
1400,$d=i/(1+i)$
|
||
1401,$\nu(p)$
|
||
1402,"$(rep.south) + (0.5, -2.70)$"
|
||
1403,$\mathsf{Pr}(Z>\mathsf{E}(Z))$
|
||
1404,$r=50$
|
||
1405,$\inf_\eta \{ \eta + \phi(X_\eta) \}$
|
||
1406,$X+tY$
|
||
1407,"$p_1, \dots, p_N$"
|
||
1408,$\text{Var}(G)=a\theta^2$
|
||
1409,$r=3$
|
||
1410,$Var(G) = a\theta^2$
|
||
1411,$\delta F$
|
||
1412,"$P(X) = M(X, \psi(X))$"
|
||
1413,$a\ge 0$
|
||
1414,$X(p)=F^{-1}(p)$
|
||
1415,$K = (A)^{b} = g^{ab}$
|
||
1416,$YN$
|
||
1417,$\bar P_{75}=53123.19$
|
||
1418,$x\to\infty$
|
||
1419,$m_1 / r_1 > m_2 / r_2$
|
||
1420,$0.1$
|
||
1421,$\Delta \tilde p< \Delta p$
|
||
1422,$l_p=0$
|
||
1423,$X_i(u_i)$
|
||
1424,$k>0$
|
||
1425,$\mathsf{E}(L) = F^{-1}(p) dp$
|
||
1426,$X_i(a)=(X\wedge a)X_i/X$
|
||
1427,$\rho_t(X)$
|
||
1428,$1-l-(\nu-l)=\delta$
|
||
1429,$Q_\epsilon \to Q$
|
||
1430,$
|
||
1431,$\rho(0X)=\rho(0)=0\rho(X)=0$
|
||
1432,$r_X=\mathsf{TVaR}_p(X)$
|
||
1433,$. If the insurer has a single insured there is no notion of default: the insured has purchased a policy covering losses up to a limit $
|
||
1434,$R_1(t)$
|
||
1435,$X=q=F^{-1}$
|
||
1436,$Q(a)$
|
||
1437,$q_2(t)=t^2$
|
||
1438,$\mathcal{A}$
|
||
1439,$F:\mathbb{R}^n\to\mathcal{X}^n$
|
||
1440,$\eta\ge$
|
||
1441,"$\subset [\essinf X ,\esssup X]$"
|
||
1442,$a'=\mathsf{E}[X|A^c]$
|
||
1443,"$1,2,3,\dots$"
|
||
1444,$g\circ S$
|
||
1445,$2\square^2 + 2\square + 2$
|
||
1446,$L_p dp$
|
||
1447,"$A_k=X_{k,1} + \cdots + X_{k, N}$"
|
||
1448,$X_n\uparrow 0$
|
||
1449,$\mathsf{Pr}(\mathsf B(s)=1)=s$
|
||
1450,$C_1(t)=C_2(t)=\bar P^a(t)$
|
||
1451,$Q(a) = 1 - P(a) = 1 - g(S(a))$
|
||
1452,"$\rho(X)=\sup\{ \mathsf{E}(XZ) \mid Z\ge 0, \mathsf{E}(Z)=1, \mathsf{E}(Z\log(Z))\le\log(1/(1-\alpha)) \}$"
|
||
1453,$C_i$
|
||
1454,$\bar Q(a)$
|
||
1455,$\bar P_i$
|
||
1456,$\mathsf{E}(X_i \mid G=q)=:\mathsf{E}_q(X_i)$
|
||
1457,"$\mathsf{E}[XZ] = \mathsf{cov}(X,Z) \le \sigma(X)\sigma(Z)\le \sigma(X)$"
|
||
1458,$\nu=1/(1+\rho)$
|
||
1459,$\mathscr{P}=\{ (1-p)^{-1}1_A \mid P(A)\le 1-p \}$
|
||
1460,$\phi(x)=-\int_x^1 (s-x)^{n-1}d\tau(s)$
|
||
1461,$m(x)=S(x)+d_iF(x)+(v-\nu^*)\sqrt{F(x)S(x)}$
|
||
1462,$\partial B$
|
||
1463,$\mathsf B(s)$
|
||
1464,$t^*$
|
||
1465,"$X,Y,X+Y$"
|
||
1466,$a=(X\wedge a) + (a-X)^+$
|
||
1467,"$(rep.south) + (0.5, -1.85)$"
|
||
1468,$ for $
|
||
1469,$L_a^{a+y}$
|
||
1470,"$(\sqrt{st}, \sqrt{st})$"
|
||
1471,$\sum_{n\ge 0} 1_{N>n} X_n$
|
||
1472,"$X\wedge a =\min(X,a)$"
|
||
1473,$\mathsf{TVaR}_p(X)$
|
||
1474,"$L_{p,\delta}(\omega)=\begin{cases} q(p) & \omega\in (p,p+\delta] \\ 0 & \omega\not\in (p, p+\delta]\end{cases}$"
|
||
1475,$\mathbb{R}\times \mathbb{R}$
|
||
1476,$\beta_i(t)/\alpha_i(t)> 1 > g(S(t)) / S(t)$
|
||
1477,$\ge 5000 / \text{Probability}$
|
||
1478,$\rho(A_k)\ge \mathsf{E}[A_k] = k\mathsf{E}[N]$
|
||
1479,$1 \times 10^{15}$
|
||
1480,$q\phi$
|
||
1481,"$R_i=\alpha p_i + \beta r_{qp,i} + \gamma\, \text{controls}_i$"
|
||
1482,$CV(G) = SD(G') = \nu$
|
||
1483,$+$
|
||
1484,$\eta=(1-\alpha)^{-1}1_A$
|
||
1485,$E(X^k)=E(Y^k)$
|
||
1486,$2 \times 10^{14}$
|
||
1487,$a=a(\mathbf{x})$
|
||
1488,$a=a(x)$
|
||
1489,"$g\in D_n^*=\{ g \mid (-1)^{k+1} g^{(k)} \ge 0, k=1,\dots,n-1, (-1)^n g^{(n-1)}\text{ nonincreasing} \}$"
|
||
1490,$\log(1-\Phi(x))$
|
||
1491,$S(x_1)-S(x_2)\approx f(x_1)(x_2-x_1)$
|
||
1492,$\zeta_t\to\zeta$
|
||
1493,$R_1(t)<R_1(0)$
|
||
1494,$1.25 \times 10^{14}$
|
||
1495,$\mathsf{E}[XZ_1]$
|
||
1496,$C_i(t) = \partial \bar P^a/\partial x_i$
|
||
1497,$1-w$
|
||
1498,"$\delta(\sqrt{st},\sqrt{st})\ge 0$"
|
||
1499,$S_{\tilde X}$
|
||
1500,$2\square^2 + 11$
|
||
1501,$g(1-p)=1- \tilde p$
|
||
1502,$\mathsf{E}(X_i \mid X \ge a)$
|
||
1503,$Q\in\mathscr{P}$
|
||
1504,$(x^{-1}-x^{-3})\phi(x)$
|
||
1505,$g(s) = s^{b}$
|
||
1506,"$ is average invested assets, equal to $"
|
||
1507,$0=p_0 < p_1 < p_2 < p_3=1$
|
||
1508,$1 -p = g(1-\hat p)$
|
||
1509,"$\mathcal F_1=\sigma(I_1,\dots,I_n)$"
|
||
1510,$g=1$
|
||
1511,$\mu-\nu$
|
||
1512,$F(x)=p$
|
||
1513,$Q=a-P$
|
||
1514,$R_2(t) > C_2(t)$
|
||
1515,$ is $
|
||
1516,$\mathcal A_\rho= \{ X\mid \rho(X)\le 0 \}$
|
||
1517,$X \prec_n^* Y$
|
||
1518,$\nu F(a)$
|
||
1519,$\mathsf{E}(L)=\int_0^\infty S(x)dx$
|
||
1520,$K_Q=19.473$
|
||
1521,$X=X_i + \hat X_i$
|
||
1522,"$500/year HO insurance then I don't really notice it compared to upkeep, mortgage, property tax etc. It is just a sunk cost. But if I pay $"
|
||
1523,$ and investor equity $
|
||
1524,$(x-a)_+^\alpha$
|
||
1525,$r_{pq}$
|
||
1526,$\mathsf{E}$
|
||
1527,$c\le a$
|
||
1528,$g(s)g(k/s)$
|
||
1529,$\phi(1-p)=g'(p)$
|
||
1530,$k= \mathsf{E}(X\wedge k) + (\rho_m(X) - \mathsf{E}(X\wedge k)) + (k-\rho_m(X))$
|
||
1531,"$\langle \zeta_{\bar x}, N_i \rangle$"
|
||
1532,$Z>\mathsf{E} Z$
|
||
1533,$\int_0^1 dp$
|
||
1534,$\Bbb{Q}$
|
||
1535,$T_A$
|
||
1536,$E_\mathsf{Q}(X_i\mid X)=E(X_i\mid X)$
|
||
1537,$\beta=0$
|
||
1538,$O(dt)$
|
||
1539,$V=m(L(1+e)P+rS) + (eL+\rho S)$
|
||
1540,$0<a\le 99$
|
||
1541,"$g(s) = \min(1, a+bs)$"
|
||
1542,$\sigma=2$
|
||
1543,"$t\in(0,1)$"
|
||
1544,$p>1$
|
||
1545,$\displaystyle\int_0^1 \text{AVaR}_\alpha(X)d\alpha$
|
||
1546,$\rho_m$
|
||
1547,$b_i$
|
||
1548,$\mu_{x+t}$
|
||
1549,${}_tp_x=\mathsf{Pr}(T_x > t) =\mathsf{Pr}(T_0 > x+t \mid T_0 > x)$
|
||
1550,$\mathsf{P}(B)=0$
|
||
1551,"$m_j=m([p_{j-1},p_j])$"
|
||
1552,"$(0,\dots,0,r_0,\dots, r_k)$"
|
||
1553,$\| X_n \|_\infty \le 1$
|
||
1554,$dF=-d(g\circ S)=$
|
||
1555,"$\rho(X+tY)=\langle \zeta_t, X+tY \rangle$"
|
||
1556,$\pi'(k)=...$
|
||
1557,$g:\text{thin layer risk}\mapsto\text{price}$
|
||
1558,$(x-\mu_x)^+$
|
||
1559,"$(\mathsf{E}_q(X_1)(1-\epsilon\mathsf{E}_q(X_2)/q), \mathsf{E}_q(X_2)(1+\epsilon \mathsf{E}_q(X_1)/q))$"
|
||
1560,$5 \times 10^{14}$
|
||
1561,$\rho(Z)=\int_0^1\eta(\tau)\mathsf{VaR}_\tau(Z)d\tau$
|
||
1562,"$ xx billion, of which California workers compensation deposits account for $"
|
||
1563,$-\int xd(g\circ S)=\int g(S(x))dx$
|
||
1564,$2$
|
||
1565,"$(p,q(1-g^{-1}(1-p)))$"
|
||
1566,$S(a)da$
|
||
1567,$\partial Y/\partial x_i$
|
||
1568,$\sum_i F_i=F$
|
||
1569,$\mathsf{E}(X) + c\mathsf{E}(| X-\mathsf{E}(X) |^p)^{1/p}$
|
||
1570,"$\mathcal X^\perp = \{X\in\mathcal X\mid \exists U\text{ uniform[0,1] rv independent of } X\}$"
|
||
1571,$\alpha(X)$
|
||
1572,$\bar A^{1}_{x:\lcroof{n}}$
|
||
1573,$\mathsf{TVaR}_{p_2}(X)\ge r$
|
||
1574,$\mathsf{TVaR}_p(X)=$
|
||
1575,$g(s)=s^{1/4}$
|
||
1576,"$\rho(X+tY)\ge \rho(X) + \langle \zeta, tY \rangle$"
|
||
1577,$X_n\to X$
|
||
1578,$\rho(X - b)=\rho(X)-b\le 0$
|
||
1579,$t=2$
|
||
1580,$Q\in \partial\rho(X)$
|
||
1581,$g=\mathsf{E}(G^3)=\nu^3 skew(G')+3c+1$
|
||
1582,$375-185=190 > 0$
|
||
1583,"$C_1(t) < \bar P^a(1, 0)$"
|
||
1584,"$i=1,2$"
|
||
1585,$\partial\rho(Z)$
|
||
1586,$\rho(L) = q(1-g{-1}(1-p))\delta > \mathsf{E}(L)$
|
||
1587,$\rho(p)$
|
||
1588,$1-\delta\bar a_{x:\lcroof{n}}-\bar A_{x:\lcroof{n}}=0$
|
||
1589,$\theta=(1-f)/a$
|
||
1590,$\mathsf{Var}(B(p))=p(1-p)$
|
||
1591,"$p\in[0,1]$"
|
||
1592,$\mathsf{COH}+\mathsf{FAT}$
|
||
1593,$=E(X_i \mid X \ge a)$
|
||
1594,$\zeta$
|
||
1595,"$\mathcal{M}_{X,r}=\mathsf{var}nothing$"
|
||
1596,$\rho(X\mid \mathcal F_1) =\mathsf E[X g'\mathsf{Pr}(X>x\mid \mathcal F_1) ]$
|
||
1597,$\alpha=d_i$
|
||
1598,$\{ \zeta>0 \} = \{ G>c(x) \}$
|
||
1599,$(v-\nu^*)\sqrt{FS}$
|
||
1600,$\mathsf{TVaR}_{p=1}=\esssup$
|
||
1601,$F_i = X_i(1 - (X\wedge a) / X)$
|
||
1602,$t>0.25$
|
||
1603,$X^∗_i = (X − x^∗)I_{A^∗_i} + x^∗ / n$
|
||
1604,$H_k=H_{g_k}$
|
||
1605,$\lambda\mu_t$
|
||
1606,"$(Bob) + (0,-4)$"
|
||
1607,$1 assets: $
|
||
1608,$\sum_i P_i(a)=P(a)$
|
||
1609,$\rho GF$
|
||
1610,"$\rho=0.5, x=1.5, M=1.5,\sigma=0.75, K=8$"
|
||
1611,$q_Z$
|
||
1612,"$\langle \mu,tX \rangle - \rho(tX) =t(\langle \mu,X \rangle - \rho(X))$"
|
||
1613,$^{*}$
|
||
1614,$\hat p$
|
||
1615,$\delta(F(x))=\delta$
|
||
1616,$L_x^{x+dx}=L_0^{x+dx} - L_0^x$
|
||
1617,$M(a)$
|
||
1618,$\alpha < 1$
|
||
1619,$a-X\le 0$
|
||
1620,$>0$
|
||
1621,$\tilde \rho(X)=\mathsf{E}(X) + \inf_t \rho(X-t)$
|
||
1622,$Y\circ T=g(X\circ T)$
|
||
1623,$\mathsf{E}[X_1]$
|
||
1624,$\rho(X)=-U(X)$
|
||
1625,$-\epsilon(\mathsf{E}_q(X_2)-s)$
|
||
1626,$E_2=0$
|
||
1627,$\mu_{x+t}=-\dfrac{d}{dt}\log({}_tp_x)$
|
||
1628,$a\mapsto g^a \pmod{p}$
|
||
1629,"$(fun1a.south -| fun5a.east)+(\smlspc,-\smlspc)$"
|
||
1630,$10^{16}$
|
||
1631,$X=X(x_i)=\sum_i X_i(x_i)$
|
||
1632,$t \le 1-p$
|
||
1633,$\rho(X+c)=\rho(X) + c$
|
||
1634,$h\in\mathscr P$
|
||
1635,$il$
|
||
1636,$697.6 billion underlying Table \ref{tab-equity-what-if} this implies $
|
||
1637,$q=S(a)$
|
||
1638,$\rho(0)=0$
|
||
1639,$Q_\epsilon$
|
||
1640,$k_i=\mathsf{E}_Q(X_i)$
|
||
1641,$\rho(X)\ge\rho(X+Y)\ge \rho(X)+\mathsf{E}[gY]$
|
||
1642,$\rho(A)\le \rho(N)\rho(X)$
|
||
1643,$k>\max(N)\max(|X|)$
|
||
1644,"$\bar P^a(1,0)<\bar P^a(0,1)$"
|
||
1645,$st \le 1-p < s$
|
||
1646,$X-\sum f_i(X)$
|
||
1647,$\bar P_x = (1/\bar a_x)-\delta$
|
||
1648,$\beta=v-\nu^*$
|
||
1649,$\mathscr{F}$
|
||
1650,"$310 billion in premiums annually in California. Since 2011 the California Department of Insurance received more than 1,000,000 calls from consumers and helped recover over $"
|
||
1651,$d_i=iv=i/(1+i)$
|
||
1652,$\sigma=0.35$
|
||
1653,$t=0.37$
|
||
1654,$R_2(t)<C_2(t)$
|
||
1655,$X>a$
|
||
1656,$X(t)$
|
||
1657,"$(4-\s, \s)$"
|
||
1658,$1 excess attachment $
|
||
1659,$f(\alpha):=\mathsf{E}[X^\alpha-Y^\alpha]$
|
||
1660,$t=1-g(0)=1$
|
||
1661,"$x=0.1, M=1.5,\sigma=0.75, K=6$"
|
||
1662,$\partial\rho(X)=\{\zeta\}$
|
||
1663,$t>t_2$
|
||
1664,$x\ge 0$
|
||
1665,$Q(a)=\nu N(a)$
|
||
1666,$(3+2)/2=5/2$
|
||
1667,$\displaystyle\int_0^\infty xg'(1-F(x))f(x)dx = -xg(S(x))\vert_0^\infty + \displaystyle\int_0^\infty g(S(x))dx=\displaystyle\int_0^\infty g(S(x))dx$
|
||
1668,"$(K=g^k, mg^{ak})$"
|
||
1669,$kN$
|
||
1670,$\mathsf{E}_Q(X \mid \mathcal{G}) = E(X \mid \mathcal{G})$
|
||
1671,$F(x)$
|
||
1672,"$[l_c, r_c)$"
|
||
1673,$\mathsf{Var}(B(p)/p\nu_p)=p(1-p)/(p\nu_p)^2$
|
||
1674,$F(a)=p$
|
||
1675,$\mathsf{E}[x_iX_i\mid X(\mathbf{x}) \le a]F_{\mathbf{x}};a) = \mathsf{E}[x_iX_i 1_{X(\mathbf{x}) \le a}]$
|
||
1676,$(-1)^nf^{(n)}(x)<0$
|
||
1677,"$h^i = \lim_{\epsilon\downarrow 0}(h_{i,\epsilon}-h_0)/\epsilon$"
|
||
1678,$Z_1=q_Z(U)$
|
||
1679,"$[1,2]$"
|
||
1680,$\approx 10^{-40}$
|
||
1681,$\hat\rho(A_k) =\rho(\rho((X+k)^{\oplus N})) = \rho(\rho(X^{\oplus N})+kN)= \hat\rho(A_0) + k\rho(N)$
|
||
1682,$\tau=0.156$
|
||
1683,$\mathsf{E}_\mathsf{Q}(X)$
|
||
1684,$f_G$
|
||
1685,"$424) for the initial filing of each letter of credit utilized pursuant to subdivision (a). In addition, the commissioner shall require payment, in advance, of a fee of two hundred eighty-three dollars ($"
|
||
1686,$\displaystyle\int_0^\infty xdF(x)$
|
||
1687,"$(4.5-\s, \s)$"
|
||
1688,$g(s) = t_{df}(\Phi^{-1}(s)+\lambda)$
|
||
1689,$B-p(\nu(p) + il(p))$
|
||
1690,"$R, S$"
|
||
1691,$a = b$
|
||
1692,$\nabla \zeta=0$
|
||
1693,"$X\sim\text{Lognormal}(\mu=19.9, \sigma=2.36)$"
|
||
1694,$\sqrt{F(x)S(x)}$
|
||
1695,$\rho(X)=35/9$
|
||
1696,$X(p)$
|
||
1697,"$\langle X(\epsilon),\zeta_\epsilon \rangle-\langle X,\zeta \rangle=\langle X(\epsilon)-X,\zeta \rangle$"
|
||
1698,$\rho_{t+1}(X)=\rho_{t+1}(Y)\implies \rho_{t}(X)=\rho_{t}(Y)$
|
||
1699,$\bar P_x:=\bar A_x / \bar a_x$
|
||
1700,$p=0.5$
|
||
1701,"$(\Omega, \mathcal{F}, \mathbb{P})$"
|
||
1702,$l\ge 1$
|
||
1703,$X(\omega)=$
|
||
1704,$g(st) = 1= g(s)g(t)$
|
||
1705,$\int_x^\infty$
|
||
1706,$p=F(a)=1-q$
|
||
1707,$\bar S$
|
||
1708,"$(ckey\x.north west)+(-\boundpad,\boundpad)$"
|
||
1709,$\rho_{t+1}(X) = \rho_{t+1}(Y) \implies \rho_{t}(X) = \rho_{t}(Y)$
|
||
1710,$\rho_\phi=\mathsf{E}$
|
||
1711,$\rho(X)=\int_\Omega X(\omega)\theta(\omega)dP(\omega)$
|
||
1712,$B(0.5)$
|
||
1713,$U\subset\Bbb{R}^n$
|
||
1714,$a(x) = \sum_i x_i a_i = \sum_i x_i v_i a$
|
||
1715,$\phi(p)dp$
|
||
1716,$\gamma$
|
||
1717,"$p\in (0, 1)$"
|
||
1718,$ since $
|
||
1719,$p\mapsto q(\hat p)=q(1-g^{-1}(1-p))$
|
||
1720,$S =$
|
||
1721,$p(x)$
|
||
1722,$H(x)=y$
|
||
1723,$x\mapsto \mathsf E[f(X_2)\mid X_1=x]$
|
||
1724,$B(b)>0$
|
||
1725,$\mathsf E[X^{\oplus n}]\le\rho(X^{\oplus n})$
|
||
1726,$g(st) = \displaystyle\frac{st}{1-p} < 1 = g(s)g(t)$
|
||
1727,$\pi_X(t_{2j-1})\le \pi_Y(t_{2j-1})$
|
||
1728,$ϕ$
|
||
1729,"$i=1,\dots, n_r$"
|
||
1730,$\mathsf PV$
|
||
1731,$\le 1/(1-\alpha)$
|
||
1732,$A<B<C$
|
||
1733,$B_l$
|
||
1734,$t<1<0.5<t_2$
|
||
1735,"$(Bob) + (0,-2.5)$"
|
||
1736,$\rho(B(s_l))$
|
||
1737,$g(s)=e^\alpha p/(e^\alpha p + (1-p))$
|
||
1738,$\mathcal T(X)=\hat\rho(X) - \rho(X)$
|
||
1739,"$g, p, A=g^a, m$"
|
||
1740,$t=n\wedge T_x$
|
||
1741,$\pi_g(X)=\int_a^{\alpha(X)} g(S(t))dt$
|
||
1742,$\zeta\in\mathcal{A}$
|
||
1743,$\delta$
|
||
1744,$p=10^{-6}$
|
||
1745,$\mathsf{E}(X_i\wedge x)$
|
||
1746,"$w_1, w_2$"
|
||
1747,$X + \epsilon Y$
|
||
1748,$\zeta\ge 0$
|
||
1749,$X_i-F_i$
|
||
1750,$A=\partial \rho(0)$
|
||
1751,$C_1(t)=C_2(t)$
|
||
1752,"$X\tilde N(0,\sigma^2)$"
|
||
1753,$dF=-dS=$
|
||
1754,$\rho(A)=4.875 > \hat\rho(A)=4.8125$
|
||
1755,$\nabla_y f=-\nabla_y G$
|
||
1756,$\| f^*-f\|_2$
|
||
1757,$\iota(0.5)=\iota^*$
|
||
1758,$\rho_{t+1}(X) \ge \rho_{t+1}(Y) \implies \rho_{t}(X) \ge \rho_{t}(Y)$
|
||
1759,$\rho(X_1\mid \mathcal F_1)\le \rho(X_2\mid \mathcal F_1)$
|
||
1760,$\mathsf{E}(X|X\ge a)$
|
||
1761,$ and $
|
||
1762,$L_0^a$
|
||
1763,$\rho(X)=\int_0^1 \mathsf{TVaR}_p(X)m(dp)$
|
||
1764,$g(S(x))\to d$
|
||
1765,$0.1525$
|
||
1766,$l$
|
||
1767,$U=X$
|
||
1768,$\rho_m(X)=r$
|
||
1769,$=1.75$
|
||
1770,$\rho(X) = \max \{ \rho_\phi(X) \mid \phi\in A \}$
|
||
1771,$\zeta\in\mathscr{P}$
|
||
1772,$\rho$
|
||
1773,$Z_i$
|
||
1774,$x=q(p)$
|
||
1775,$\rho(-1_{A^c}) = c < 0$
|
||
1776,$\delta(p)=1-\nu(p)=d+(\delta^*-d)\sqrt{(1-p)/p}$
|
||
1777,$\mathsf{E}[Z_1]=1$
|
||
1778,"$X_t=1_{[1,\infty)}$"
|
||
1779,$N\sim\text{Poisson}(1.74)$
|
||
1780,$M(a)=\mathsf{E}(X\wedge a)+dN(a)+(\delta^*-d)\displaystyle\int_0^a \sqrt{F(x)S(x)}dx$
|
||
1781,$c=\mathsf{VaR}$
|
||
1782,"$L^\infty(a, b)$"
|
||
1783,$dp$
|
||
1784,$\tilde p=\tilde F(F^{-1}(p))=1-\tilde S(F^{-1}(p))=1-g(S(F^{-1}(p)))=1-g(1-F(F^{-1}(p)))=1-g(1-p)$
|
||
1785,$D_i-N_i$
|
||
1786,$1-t=g(1-s)$
|
||
1787,$\dfrac{d}{dx}g(S(x))=-g'(S(x))f(x)$
|
||
1788,$\mathsf{Pr}(Y\le a)=\exp(-\lambda (1-F(x)))=\exp(\lambda (\int_0^x f(s)ds -1))$
|
||
1789,$0.06333 / 247.798 = 0.026\%$
|
||
1790,$X_n$
|
||
1791,$dx$
|
||
1792,$_1$
|
||
1793,$S_i$
|
||
1794,$\mathsf{E}(X_i/X)$
|
||
1795,$g(p)$
|
||
1796,$g(s)=\displaystyle\frac{s}{1-p}\wedge 1$
|
||
1797,$\mathsf{E}(X\wedge a)=\int_0^a S(x)dx$
|
||
1798,$\mathscr P$
|
||
1799,$})$
|
||
1800,$\bar\delta=\bar\iota\bar\nu$
|
||
1801,$g'(1-p)$
|
||
1802,$k$
|
||
1803,$J$
|
||
1804,$\hat\rho(A)\ge \rho(A)$
|
||
1805,$t=b$
|
||
1806,"$x=4, M=1.5,\sigma=0.75, K=6$"
|
||
1807,$\delta=\rho\nu$
|
||
1808,$E(X_i \mid X=a)$
|
||
1809,$c\ge \mathsf{E}[cg]$
|
||
1810,$ϕ(1-t)=g'(t)$
|
||
1811,$\rho:\mathcal{X}\to \mathbb{R}$
|
||
1812,$q_{Z_k}$
|
||
1813,$\rho=\rho_\gamma$
|
||
1814,$T^{-1}$
|
||
1815,$X(p)=q(p)$
|
||
1816,$\\leftrightarrow$
|
||
1817,$F(x_1)=1-S(x_1)=p$
|
||
1818,$V(c)=0$
|
||
1819,$\bar P_1$
|
||
1820,$X_i$
|
||
1821,$\mathsf{E}(X)=\sum_i x_i$
|
||
1822,$a>1$
|
||
1823,$(\delta^*-d)\sqrt{FS}$
|
||
1824,$\mathsf{ABOVE}$
|
||
1825,$C_i(t^*)=R_i(t^*)$
|
||
1826,$T_n$
|
||
1827,$\text{E}(G)=M_G'(0)=1$
|
||
1828,$pl(p)$
|
||
1829,$P(A)=1-\alpha$
|
||
1830,$\mathsf{E}(L) = F^{-1}(p)dp$
|
||
1831,"$\rho(X) = \sup_{\mu\in \mathcal{A}} \langle \mu, X \rangle$"
|
||
1832,$\bar P(x+dx) - \bar P(x)$
|
||
1833,"$a=98,99,\dots,104$"
|
||
1834,$F^-1$
|
||
1835,$E_\mathsf{Q}(X_i)= E_\mathsf{Q}(E(X_i \mid X))$
|
||
1836,$\hat\rho_N$
|
||
1837,"$a,b=\pm 1/n$"
|
||
1838,$N\times r$
|
||
1839,$U(x)$
|
||
1840,$p=0.99$
|
||
1841,$g(t) = \mathsf E[u(X-\pi(R+tQ) +R+tQ)]$
|
||
1842,"$\mathbf{X}=(X_1,\dots,X_n)$"
|
||
1843,$\rho_m(Y)$
|
||
1844,$2\square^2 + 2\square - 1$
|
||
1845,$\bar P^a(t)$
|
||
1846,$q(\hat p)$
|
||
1847,"$g(0)=0,\ g(1)=1$"
|
||
1848,$\Leftrightarrow$
|
||
1849,$\delta_p/\nu_p = \iota_p$
|
||
1850,$100\cdot (1-g(s))$
|
||
1851,$\delta=\iota/(1+\iota)$
|
||
1852,$\bar X\ge 0$
|
||
1853,$1-g(s)$
|
||
1854,"$X,Y$"
|
||
1855,$(g)$
|
||
1856,$\mathscr{P} = \{P\}$
|
||
1857,$\displaystyle\int_0^\infty xg'(S(x))f(x)dx$
|
||
1858,$P'$
|
||
1859,$\displaystyle\int_0^\infty xf(x)dx$
|
||
1860,$Y\le 0$
|
||
1861,$0\le\beta\le \gamma\le 1$
|
||
1862,$\tilde S(x)=g(S(x))$
|
||
1863,$\rho_{t+1}(X)\le\rho_{t+1}(Y)$
|
||
1864,$N=365$
|
||
1865,$b\le 1$
|
||
1866,$g^a=g^{\log_g(n)}=n$
|
||
1867,"$(2,-\x*0.75)$"
|
||
1868,$r_X$
|
||
1869,$\min_{\eta\in \mathbb{R}} \eta + \alpha \mathsf{E}(X-\eta)_+ -\beta\mathsf{E}(X-\eta)_-$
|
||
1870,$\bar P_x$
|
||
1871,$T_s(p) = \mathsf{TVaR}_p(s)$
|
||
1872,$\bar A_{x:\lcroof{n}} = \bar A^{1}_{x:\lcroof{n}} + e^{-\delta n}{}_np_x$
|
||
1873,"$\partial \rho(X)=argmax_{\zeta\in A} \langle \zeta, X \rangle$"
|
||
1874,$=\mathsf{E}(X \mid X\le a)$
|
||
1875,$p_i(a)=\phi_i(a)p(a)$
|
||
1876,$\mathsf{E}(X_i(a))$
|
||
1877,$Y$
|
||
1878,"$f_x(x_i, \hat x_i) = f(x_i, \hat x_i) / f_X(x)$"
|
||
1879,"$\mathbf{x}=(1-t, t)$"
|
||
1880,$\mu\in \mathscr{P}$
|
||
1881,$0 \le f'(z) \le 1$
|
||
1882,$p=0. $
|
||
1883,$\bar Z = F(\bar x)$
|
||
1884,"$[0,1]\to [0,1]\times [0,1]$"
|
||
1885,$2.592 \times 10^{16}$
|
||
1886,$u_i$
|
||
1887,$\zeta_t$
|
||
1888,$\rho = AVaR$
|
||
1889,$X(u)=X_1(u_1) + X_2(u_2)$
|
||
1890,$E2$
|
||
1891,$g'(0)$
|
||
1892,$ at $
|
||
1893,$1/(1+r_f)$
|
||
1894,$\le a$
|
||
1895,$f(x)dx = dp$
|
||
1896,$\mathsf{E}(X)=$
|
||
1897,$X_3$
|
||
1898,$g'(S(x))$
|
||
1899,"$(Alice) + (0,-3.75)$"
|
||
1900,$x=q(1-g^{-1}(1-\tilde p))$
|
||
1901,$d=iv=i/(1+i)$
|
||
1902,$m =$
|
||
1903,$\tau_\sigma(\alpha) = \int_\alpha^1 \sigma$
|
||
1904,$\rho(-1_{B_l}) \le \rho(-1_{B_r})$
|
||
1905,$(g(s)-s)/(1-g(s))$
|
||
1906,"$p\in [0,1]$"
|
||
1907,$\rho_{(g)}$
|
||
1908,$X^{\oplus 2}$
|
||
1909,"$(\Omega, \mathcal{F}, \mathsf{P})$"
|
||
1910,"$[l_i, r_i)$"
|
||
1911,$(1-X)^+$
|
||
1912,$A=\sum_i I_iX_i$
|
||
1913,$\sup\{ \mathsf{E}[Y\sigma(U)] \mid U\text{\ uniform} \}$
|
||
1914,$X>F_u^{-1}(p)$
|
||
1915,$R_2(t)= \bar P^a_2(t)/t$
|
||
1916,$d\tilde p/dp = g'(1-p)=\tilde f(F^{-1}(p))/f(F^{-1}(p))$
|
||
1917,$\rho(X) = \mathsf{E}(X) + c\mathsf{E}( |X-\mathsf{E}(X)|^p)^{1/p}$
|
||
1918,"$30,000 per accident up to $"
|
||
1919,$\sigma(X)$
|
||
1920,$A^c\supset A_1\supset A_2\supset \dots$
|
||
1921,$C > cx/a$
|
||
1922,$\omega < 1/n$
|
||
1923,$\phi_W(a)=\mathsf{E}(W/Y \mid Y>a)$
|
||
1924,$\mathsf{E}(X_i/X \mid X > a)$
|
||
1925,$q_L(\tau_\sigma^{-1}(U)$
|
||
1926,$4.7\times 10^{21} / 10^{19} \approx 8\text{mins}$
|
||
1927,"$\mathsf{E}(\min(X_i,a))=\mathsf{E}(X_i\wedge a)$"
|
||
1928,$v=1/(1+i)$
|
||
1929,$\tau_\sigma(p)=\int_0^p\sigma(u)du$
|
||
1930,"$50 of the amount allowed on each claim in the classes under paragraphs II, V, and VI except claims of the guaranty associations as defined in RSA 404-B, 404-H, 404-D, and 408-B shall be deducted from the claim. Claims may not be cumulated by assignment to avoid application of the $"
|
||
1931,$(p-\nu)/\nu$
|
||
1932,"$50.00) of the amount allowed on each property, casualty or fidelity claim in the classes under Subsections B through F of this section, shall be deducted from the claim and included in the class under Subsection I of this section. Claims may not be cumulated by assignment to avoid application of the fifty dollar ($"
|
||
1933,$r=0.038$
|
||
1934,"$X_1(x_1), \dots, X_n(x_n)$"
|
||
1935,$ into aggregate premiums $
|
||
1936,"$u_0,u_1,\dots,u_k$"
|
||
1937,"$S(1-t,t;x)$"
|
||
1938,$\mathsf{E}[gY]\le 0$
|
||
1939,$\mathsf{TVaR}_0(\cdot)=\mathsf{E}[\cdot]$
|
||
1940,$\mathsf{E}(X-c_l)_+$
|
||
1941,$P(a)=\mathsf{E}(Y\wedge a)+\rho K(a)$
|
||
1942,$\iota(p)$
|
||
1943,${}_b\bar V$
|
||
1944,$X_i=q(p_i)$
|
||
1945,$x_1<x_2<x_3<\dots$
|
||
1946,$R = g^k \pmod{p}$
|
||
1947,$Y=-\rho_{t+1}(X)$
|
||
1948,$\tilde X$
|
||
1949,$\tilde S(x):=g(S(x))=F(x)=e^{-\mu x/\rho}$
|
||
1950,$G$
|
||
1951,$1{X>q}$
|
||
1952,$Z=d\mathbb{Q}/d\mathbb{P}$
|
||
1953,$Z^* = \sum_i \alpha_i Z\circ T_i$
|
||
1954,$X(t):=X(\mathbf{x})=(1-t)X_1 + tX_2$
|
||
1955,"$(ccc.south |- mcc.south)+(0,-0.5)$"
|
||
1956,$\sum t_i=\infty$
|
||
1957,"$(fun1a.south -| fun2a.east)+(\smlspc,-\smlspc)$"
|
||
1958,$1_D$
|
||
1959,$\rho(X)=\mathsf{E}_\mathsf{Q}(X)$
|
||
1960,"$T_{700,100}$"
|
||
1961,$< 1$
|
||
1962,$t=q-s$
|
||
1963,$0$
|
||
1964,$M_X(k)=M_Y(k)$
|
||
1965,$\{ X=a \}$
|
||
1966,$a = M(a)+Q(a)= \mathsf{E}(X\wedge a) + \delta N(a) + \nu N(a)$
|
||
1967,"$[p, p+dp]$"
|
||
1968,$(v-\nu^*)\sqrt{pq}=$
|
||
1969,$(X−x^∗)I_{B_i}$
|
||
1970,$r=g^k$
|
||
1971,$n=g^a\pmod{p} \mapsto a=\log_g(a)$
|
||
1972,$10^{13}$
|
||
1973,$\gamma = 2/\sqrt(a) = 2\nu$
|
||
1974,$\sigma=1$
|
||
1975,$0\le \tau\le 1$
|
||
1976,"$(fun2.north west)+(-\smlspc,\smlspc)$"
|
||
1977,$\rho_g$
|
||
1978,$\mathsf{E}(X) = E(X_i \mid X\le a)F(a) + E(X_i \mid X > a)S(a)$
|
||
1979,$\alpha>1$
|
||
1980,"$b \in_{R} \{2,\dots,p-2\}$"
|
||
1981,$N\times 1$
|
||
1982,$g$
|
||
1983,"$(Bob)+(0,-2.5)$"
|
||
1984,$\alpha=\text{E}[X \mid X > F_u^{-1}(p)]$
|
||
1985,"$(B.north east) + (-0.07mm,0)$"
|
||
1986,$\mathsf{E}[Y]$
|
||
1987,$\mathsf{E}[X^k]=\mathsf{E}[Y^k]$
|
||
1988,$\mathsf E[X]\rho(N) \le \rho(A)$
|
||
1989,$\sigma$
|
||
1990,$C_2$
|
||
1991,$S(a)=1-p$
|
||
1992,$\nu=\nu(F(a))=\nu(p)$
|
||
1993,$\tau_\sigma(p)=\int_0^p \sigma$
|
||
1994,$100\cdot g(s)$
|
||
1995,$\phi(1)\le 1$
|
||
1996,$\mathsf{E}(X)=0$
|
||
1997,$\mathsf{E}(X_i\mid X=x)f_X(x)/x$
|
||
1998,$\mathbf{T}^+\mathbf{r}$
|
||
1999,$\mathsf{E}[Y\tilde W] = n^{-1}\sum_T \mathsf{E}[Y \cdot W\circ T] = n^{-1}\sum \mathsf{E}[Y\circ T^{-1} \cdot W] = \mathsf{E}[YW]$
|
||
2000,$\mathsf{Q}_1$
|
||
2001,$D_i$
|
||
2002,"$(Bob) + (0,-1)$"
|
||
2003,$-1\le X_n\le 0$
|
||
2004,$[F(x)](\cdot)$
|
||
2005,$g_k(s) = 1-(1-s)^k$
|
||
2006,$10^{15}$
|
||
2007,$P_i(a)=\phi_i(a)P(a)$
|
||
2008,$F^{-1}(1-g^{-1}(1-p))$
|
||
2009,"$(Alice) + (0,-1)$"
|
||
2010,$\mathsf{Pr}(X>a)=S(a)$
|
||
2011,$b\le a$
|
||
2012,$\tilde\rho(X) = \mathsf{E}_Q(Y(\mathbf{X}))=\mathsf{E}_Q(Y)$
|
||
2013,$\mathsf{E}_\mathbb{Q}(Z \mid X)=\mathsf{E}(Z \mid X)$
|
||
2014,$\bar P_i(a)$
|
||
2015,$L_\infty$
|
||
2016,"$k=1,\dots,K$"
|
||
2017,$\delta(p) F(x)=dF(x) + (\delta^*-d)\sqrt{FS}$
|
||
2018,$k<\sup X$
|
||
2019,"$t=0,1$"
|
||
2020,$M_i\not=C_i$
|
||
2021,$S(x)\to 0$
|
||
2022,$\mathsf{E}[X_2 Z_1] = \mathsf{E}[X_2]\mathsf{E}[Z_1] =\mathsf{E}[X_2]$
|
||
2023,$P(a)= S(a) + \bar\delta F(a)$
|
||
2024,$\rho(L) = F^{-1}(p)g'(1-p)dp$
|
||
2025,$\rho_t(X)=\rho_t(-\rho_{t+1}(X))$
|
||
2026,$\bar p=1$
|
||
2027,$\mathsf{E}(L_\sigma)= \int_0^1 q_L(s)\sigma(s)ds =:\pi_\sigma(L)$
|
||
2028,$\rho(A)\le\rho(A_0) +\mathsf E[X]\rho(N)$
|
||
2029,$\ge\mathsf{VaR}_p$
|
||
2030,$T_x$
|
||
2031,$\mathbf{m}=(m_j)$
|
||
2032,$0\lt p \lt 1$
|
||
2033,$B^2$
|
||
2034,$\mathsf{E}(Q|X\ge a)$
|
||
2035,$X=0$
|
||
2036,$e^* \in E^*$
|
||
2037,$-Y\ge 0$
|
||
2038,$F^{-1}(U)$
|
||
2039,$\kappa_i(x)$
|
||
2040,$C<B<A$
|
||
2041,$e =$
|
||
2042,"$\rho^*(\mu) = \sup_{X\in\mathcal{X}} \{ \langle \mu,X \rangle - \rho(X) \}$"
|
||
2043,"$g(s)=\displaystyle\int_{1-s}^1 \phi(p)dp = \displaystyle\int_0^s \phi(1-p)dp = \min(s/(1-p), 1)$"
|
||
2044,$p=F(a)$
|
||
2045,$5 \times 10^{10}$
|
||
2046,$l(p)=\nu(1-2\sqrt{p(1-p)}$
|
||
2047,$t=t_1$
|
||
2048,"$i=0.02, 0.04$"
|
||
2049,$\int \zeta dP=1$
|
||
2050,$\mapsto$
|
||
2051,$\rho_g(\cdot)$
|
||
2052,$\Longrightarrow$
|
||
2053,$p+q=1$
|
||
2054,$\mathsf{Q}\in \mathscr{P}$
|
||
2055,$\{G = q_j\}$
|
||
2056,$\rho(A_k)$
|
||
2057,$\zeta\in\partial \rho(X)$
|
||
2058,$G\le c(x)$
|
||
2059,$1-g(S(a))$
|
||
2060,$0=p_0<p_1<\cdots<p_n=1$
|
||
2061,$2/\sqrt{a}= 2\nu/(1-f)$
|
||
2062,$N=\sum_{i\in I} N_i + N_a$
|
||
2063,"$a=0.02, b=1.310$"
|
||
2064,"$(fun2a.south west)+(0,-2*\spcer)$"
|
||
2065,"$(fun2a.south -| fun4a.east)+(\spcer, -\spcer)$"
|
||
2066,$P = \mathsf{E}(X) + \iota K$
|
||
2067,$b>0$
|
||
2068,$\mathsf E[Q\mid \mathcal F_1]$
|
||
2069,"$n=1,2,3,\dots$"
|
||
2070,$p(a) = S(a) + \rho k(a)$
|
||
2071,$n\ge 1$
|
||
2072,"$\rho(X) = \sup_{\zeta\in\mathcal{A}} \langle \zeta,X \rangle$"
|
||
2073,$O(mn\times n\log(n))$
|
||
2074,"$x\mapsto (f(x), g(x))$"
|
||
2075,$\sigma=2.70$
|
||
2076,$w$
|
||
2077,$\Phi$
|
||
2078,$a<a(f)$
|
||
2079,"$X\wedge a=\max(X,a)$"
|
||
2080,"$(C.north east)+(1.3, 0)$"
|
||
2081,$\mathsf{E}(W \mid X\ge a)$
|
||
2082,$X>q(\alpha)$
|
||
2083,$1-\tilde p=g(1-p)=g(S(x))$
|
||
2084,$0\le a-L_0^a\le a$
|
||
2085,$F^{\times}_{359}$
|
||
2086,$S\not=xf$
|
||
2087,$q(\hat p)=q(1-g^{-1}(1-p))$
|
||
2088,$a \le b$
|
||
2089,$\sum_i \phi_i(a) = 1$
|
||
2090,$N=N(\bar x)$
|
||
2091,"$C_{2,\cdot}$"
|
||
2092,$T_0$
|
||
2093,$r_0$
|
||
2094,"$1,2,\dots, m$"
|
||
2095,$dQ/dP$
|
||
2096,$n \ll p$
|
||
2097,$1-2c\mathsf{Pr}(Z>\mathsf{E} Z)$
|
||
2098,$1 \times 10^{16}$
|
||
2099,$f_X$
|
||
2100,$(\mathsf{E}(X_i)-\mathsf{E}(X\wedge a))/\mathsf{E}(X_i)$
|
||
2101,$p(a)$
|
||
2102,$c=$
|
||
2103,$dv$
|
||
2104,$\mu_{t+1}=\mu_t$
|
||
2105,$\epsilon$
|
||
2106,$X'$
|
||
2107,$\rho(A_k) \le \rho(A_0) + k\rho(N)$
|
||
2108,$Y_n$
|
||
2109,$\delta(s)=g(s)g(k/s)-g(k)$
|
||
2110,$Y>a$
|
||
2111,$R(x)$
|
||
2112,$X_u=X=u_1X_1 + u_2X_2$
|
||
2113,$=\int_0^c S(x)dx = \int_0^c xf(x)dx + cS(c)$
|
||
2114,$Q \sim P$
|
||
2115,$=L/(1+r)$
|
||
2116,"$[x,x+dx)$"
|
||
2117,"$, $"
|
||
2118,$f(x)<\infty$
|
||
2119,$1-S(a)=F(a)$
|
||
2120,$=\dfrac{g(s)-s}{1-s}$
|
||
2121,"$\langle \zeta_{\bar x}, X_i \rangle$"
|
||
2122,$i$
|
||
2123,$\lambda S(a)$
|
||
2124,$a \ge a'$
|
||
2125,$g'(S(X))$
|
||
2126,$\bar P = \bar S + \bar R$
|
||
2127,$a<1$
|
||
2128,$p+dp$
|
||
2129,$L_1$
|
||
2130,$1-\hat p=g^{-1}(1-p)$
|
||
2131,$\mathsf{E}_q(X_2)$
|
||
2132,$\mathsf{E}(X_i(a)) = E(X_i \mid X\le a)F(a) + aE(X_i/X \mid X> a)S(a)$
|
||
2133,"$\eta_{p,\alpha_1}(X) < \eta_{p,\alpha_2}(X)$"
|
||
2134,$μ = t ν$
|
||
2135,$1-S(x)=F(x)$
|
||
2136,$\delta=1-\nu=\rho\nu$
|
||
2137,$\bar A_{x:\lcroof{n}}$
|
||
2138,$\mathscr{O}(\zeta)$
|
||
2139,$X=\mathsf E[Y\mid X]$
|
||
2140,$\rho_{t+1}(-\rho_{t+1}(X))=\rho_{t+1}(X)$
|
||
2141,$\rho(n^{-1}\sum X\circ T) = n^{-1}\sum \rho(X\circ T)$
|
||
2142,$=\int_0^\infty xf(x)dx = \int_0^\infty S(x)dx = \int_0^1 q(p)dp$
|
||
2143,$\notiff$
|
||
2144,$\hat\rho$
|
||
2145,$\lambda=0.045$
|
||
2146,"$[x, x+dx)$"
|
||
2147,$C$
|
||
2148,$\mathsf{E}(B)=p$
|
||
2149,$O(mn\log(n))$
|
||
2150,$\mathcal F^{NS}$
|
||
2151,$P(\alpha(X))$
|
||
2152,$F(a)/\nu F(a)=1/\nu=1+\rho$
|
||
2153,$da$
|
||
2154,$(\partial P_i / \partial x_i)dx_i$
|
||
2155,$\tilde p=g(p)$
|
||
2156,"$\min(X,a)=X \wedge a$"
|
||
2157,$1=S(x)+F(x)$
|
||
2158,"$(valu2.south east)+(\boundpad,-\boundpad)$"
|
||
2159,$\theta > 1$
|
||
2160,"$[0,1]\to[0,1]$"
|
||
2161,$\lambda_t=\lambda \mu_t$
|
||
2162,$\ge 5$
|
||
2163,"$A = \{ \zeta \mid \|\zeta\|_q\le c, \zeta\ge 0 \}$"
|
||
2164,$U(X)<U(X1_{A^c} + \mathsf E[X\mid A]1-A)$
|
||
2165,$X ∈ L^p$
|
||
2166,$\bar S'(x)=S(x)$
|
||
2167,"$[0,1)$"
|
||
2168,$\mathbf{x}$
|
||
2169,$2 \times 10^{19}$
|
||
2170,$j$
|
||
2171,$1 layer covering losses at or above the $
|
||
2172,$Z\not=0$
|
||
2173,$g(st)= \displaystyle\frac{st}{1-p} \le \displaystyle\frac{s}{1-p}\displaystyle\frac{t}{1-p}=g(s)g(t)$
|
||
2174,$a-Y$
|
||
2175,"$(A.south east) + (-0.07mm,0)$"
|
||
2176,$\mathsf{E}(X\mid X > a) = (\mathsf{E}(X)-\mathsf{E}(X\mid X \le a)F(a))/S(a)$
|
||
2177,$D(x)$
|
||
2178,$\mathsf{E}(X_i(a)) = \mathsf{E}(X_i \mid X \le a)F(a) + a\mathsf{E}(X_i/X \mid X > a)S(a)$
|
||
2179,$nG$
|
||
2180,$y\ge x$
|
||
2181,$d=iv$
|
||
2182,$\mathsf E[T_s T_t] \ge \mathsf E[T_s] \mathsf E[T_t]=g(s)g(t)$
|
||
2183,$\rho(X) = \mathsf{E}[gX]$
|
||
2184,"$(Bob)+(0,-3.5)$"
|
||
2185,$\mathsf{Pr}(X=\mathsf{E}(X))=0$
|
||
2186,$u\mapsto \mathsf{E}[X_i/u\mid X(t)=u]$
|
||
2187,$X_2$
|
||
2188,"$\displaystyle\int g(S_X) = \sup\{ E_Q(X) \mid Q(A)\le g(P(A)), \forall A\in \mathcal{F}) \}$"
|
||
2189,$(LL^t)^{-1}L^t$
|
||
2190,$g\leftrightarrow \rho$
|
||
2191,$g(s)$
|
||
2192,$a=P+Q$
|
||
2193,$n=2$
|
||
2194,$Z=d\mathsf{Q}/d\mathsf{P}$
|
||
2195,$n=3$
|
||
2196,$W$
|
||
2197,$g(t)=O(d)$
|
||
2198,$\sqrt{F(x)S(x)}\approx \sqrt{S(x)}$
|
||
2199,"$\ge 50,000$"
|
||
2200,$g=3$
|
||
2201,$10^{19}$
|
||
2202,$L_\infty\subset L_p \subset L_\sigma\subset L_1$
|
||
2203,$^{**}$
|
||
2204,$s\mapsto g(s)$
|
||
2205,$X=\sum_{i=1}^n X_i$
|
||
2206,$\tilde F^{-1}(\tilde p)=F^{-1}(p)$
|
||
2207,"$[p, d+dp]$"
|
||
2208,$\rho_g(X)=\int xg'(S(x))f(x)dx$
|
||
2209,$\mathsf{E}_q(X_1)/q$
|
||
2210,"$\delta(s,t)\ge 0$"
|
||
2211,$\delta F(x)$
|
||
2212,"$\lambda=0.045, 0.0625, 0.085, 0.125,$"
|
||
2213,$\bar \zeta$
|
||
2214,$\Delta p\times T$
|
||
2215,$1+2c(Z-\tau)$
|
||
2216,$s_l$
|
||
2217,$\mathbf{T}^+$
|
||
2218,"$\alpha\in [0,1]$"
|
||
2219,$\mathsf{E}_\mathsf{Q}[Y \mid X] = \mathsf{E}[Y \mid X]$
|
||
2220,$\epsilon\mathsf{E}_q(X_1)$
|
||
2221,$0\le (-X_n) \le 1$
|
||
2222,"$\rho(X+tY)-\rho(X) = \langle \zeta_t, X+tY \rangle -\rho(X) \le \langle \zeta_t, X+tY \rangle - \langle \zeta_t, X \rangle = \langle \zeta_t, tY \rangle$"
|
||
2223,$=18\times 4 = 72$
|
||
2224,$1/N$
|
||
2225,$(\delta^*-d)\int_0^a \sqrt{F(x)S(x)}dx$
|
||
2226,$t_1$
|
||
2227,$\rho(1_A)=1$
|
||
2228,$g(s)=s$
|
||
2229,$(x+b)$
|
||
2230,$\mathsf{E}(U(Z))=\mathsf{E}(U(Z) \mid A) = \mathsf{E}(U(X))p + \mathsf{E}(U(Y))(1-p)$
|
||
2231,$\phi_i(a)=\mathsf{E}(X_i/Y \mid Y>a)$
|
||
2232,$s\le 1-p < t$
|
||
2233,$B(b)$
|
||
2234,$\rho(X_n)=1$
|
||
2235,$\rho(X)=\max_{Q\in\mathsf{Q}} \mathsf{E}_Q(X)$
|
||
2236,$x\in\mathbb{R}^n$
|
||
2237,$1 \times 10^{23}$
|
||
2238,$N=4$
|
||
2239,$H(X) > -H(-Y)$
|
||
2240,$1=\nu+\delta$
|
||
2241,$t=0.55$
|
||
2242,$t = 0$
|
||
2243,$=E(X_i \mid X=a)$
|
||
2244,$\Delta p$
|
||
2245,$p+q=1=\nu+\delta$
|
||
2246,$(\delta^*-d)\sqrt{pq}=$
|
||
2247,"$X_i, Y$"
|
||
2248,$A=X+Y$
|
||
2249,$\rho(X)<\infty$
|
||
2250,$b^2 \mu_x /2$
|
||
2251,$\displaystyle\int_0^\infty S(x)dx$
|
||
2252,$\Phi_i(y)=\mathsf{E}(X_i \mid Y = y)$
|
||
2253,$-g''(t)=α(α-1)t^{α-2}$
|
||
2254,$g^mA^R=g^m(g^a)^R=g^{m+Ra}$
|
||
2255,$l_p>0$
|
||
2256,$\sigma(X_1)$
|
||
2257,$\mathsf{E}_\mathsf{Q}(Y \mid X) = \mathsf{E}(Y \mid X)$
|
||
2258,$B$
|
||
2259,$f=1$
|
||
2260,$p(1-p)/p^2(\nu_p-l_p)^2$
|
||
2261,$\rho(X)=r$
|
||
2262,$Z(t\mathbf{X})=tZ(\mathbf{X})$
|
||
2263,$\mu_x = -d\log(\tpx)/dt = \lim_{t\downarrow 0} {}_tq_x/t$
|
||
2264,$g(s)=s^{1/\rho}$
|
||
2265,$(k+1)\times n$
|
||
2266,$f_{\hat i}$
|
||
2267,$2^{20}$
|
||
2268,$\beta_i/\alpha_i$
|
||
2269,$EL$
|
||
2270,$B_i$
|
||
2271,$\phi F$
|
||
2272,$du$
|
||
2273,"$a,0\le a\le\infty$"
|
||
2274,$g^{ak}$
|
||
2275,"$[\alpha_\epsilon,1]$"
|
||
2276,$t\ge 0$
|
||
2277,$\mathsf{E}[g]\ge 1$
|
||
2278,$p=1-g^{-1}(1-p)$
|
||
2279,"$[t-dt, t]$"
|
||
2280,$s_l < s < s_u$
|
||
2281,$x = F^{-1}(1-g^{-1}(1-\tilde p))$
|
||
2282,$p-\nu-il$
|
||
2283,$50 of the amount allowed on each claim in the classes under subsections 2 to 6 shall be deducted from the claim and included in the class under subsection 8. Claims shall not be cumulated by assignment to avoid application on the $
|
||
2284,"$(s_{i}, g(s_{i}))$"
|
||
2285,$d\nu=d\mu/\alpha$
|
||
2286,$\text{E}[X_i \mid X]$
|
||
2287,$x\mapsto 1/x$
|
||
2288,$\mathcal P$
|
||
2289,"$[a,a+1)$"
|
||
2290,$\not =$
|
||
2291,$a_{i-1} < a_i < a_{i+1}$
|
||
2292,$\rho_g(X)=$
|
||
2293,$V(X)>0$
|
||
2294,$\rho(X)=\int_0^\infty g(S(x))dx$
|
||
2295,${}^1S=S$
|
||
2296,$^{2}$
|
||
2297,$i=0.02$
|
||
2298,$q(\epsilon)/(1+\epsilon)\approx (q+\epsilon\mathsf{E}_q(X_1) )(1-\epsilon)=q-\epsilon(q-\mathsf{E}_q(X_1))=q-\epsilon E_q(X_2)$
|
||
2299,$Z_k \succeq_2 (Z_k\mid N)$
|
||
2300,$\mathsf E[(a-X)^+]$
|
||
2301,$= \rho(B(s_l)) (1 -g(s)) + \rho(B(s_u)) g(s)$
|
||
2302,"ho=0.5, x=3, M=1.5,\sigma=0.85, K=8$"
|
||
2303,$X(t)=X(\mathbf{x})=(1-t)X_1 + tX_2$
|
||
2304,$a=\infty$
|
||
2305,$H(x)\not=H(y)$
|
||
2306,"$\mathbf{x}=(x_1,x_2)$"
|
||
2307,$Q(x) = \nu(F(x))F(x)$
|
||
2308,"$\mathcal{Z}=\{ Z\in L^\infty\mid \mathsf{E}[Z]=0, \mathsf{E}[Z^2]\le 1 \}$"
|
||
2309,$B=2.7\times 10^{-6}$
|
||
2310,"$(lee.east |- lee.north)+(0.25,0.25)$"
|
||
2311,$Y=g(X)$
|
||
2312,$p\delta(p)/p\nu(p)=\iota(p)$
|
||
2313,$M(a)=\mathsf{E}(X\wedge a)+d_iN(a)+(v-\nu^*)\displaystyle\int_0^a \sqrt{F(x)S(x)}dx$
|
||
2314,$\bar\delta(a)$
|
||
2315,$\displaystyle\int_0^1 \mathsf{AVaR}(p)\mu(dp) = \displaystyle\int_0^1 \dfrac{1}{1-p}\displaystyle\int_{p}^1 q(s)ds \mu(dp) =\displaystyle\int_0^1\displaystyle\int_0^s \dfrac{\mu(dp)}{1-p}q(s)ds=\displaystyle\int_0^1\displaystyle\int_{1-s}^1 \dfrac{\mu(dp)}{p}q(s)ds=\displaystyle\int_0^1\phi(s)q(s)ds$
|
||
2316,"$ϕ(s) = α^{-1}1_{[1-α, 1)}(s)$"
|
||
2317,$\rho_m(X)$
|
||
2318,$X-b\le 0$
|
||
2319,$\theta$
|
||
2320,"$(\s,4.5-\s)$"
|
||
2321,$\rho(2X)= \rho(X+X)=\rho(X)+\rho(X)=2\rho(X)$
|
||
2322,$g(S)\not=q\phi$
|
||
2323,"$[0, t_1]$"
|
||
2324,$t\to 0$
|
||
2325,$g'(t)dt < dt$
|
||
2326,"$R,S$"
|
||
2327,$X\circ T$
|
||
2328,$s = f/n$
|
||
2329,$h_0$
|
||
2330,$X=a$
|
||
2331,$p=F(x)$
|
||
2332,$r\times 1$
|
||
2333,$D-N = \sum_{i\in I} (D_i-N_i) - N_a$
|
||
2334,"$\bar\delta,\bar\nu$"
|
||
2335,$0.0625$
|
||
2336,$\mathsf{TVaR}_p=\dfrac{1}{1-p}\displaystyle\int_p^1 F^{-1}(p)dp$
|
||
2337,$\ll$
|
||
2338,$s>0$
|
||
2339,$E_i$
|
||
2340,$O(\delta^2)$
|
||
2341,"$(a,b)$"
|
||
2342,$n=\square^\square$
|
||
2343,$m(x)=S(x)+\delta(p)F(x)=S(x)+dF(x)+(\delta^*-d)\sqrt{F(x)S(x)}$
|
||
2344,$\zeta\in\mathscr{O}(\eta)$
|
||
2345,"$f(x,y)=q_\alpha(x) - G(x,y)$"
|
||
2346,$f(X)$
|
||
2347,$\rho(X)\le \liminf \rho(X_n)$
|
||
2348,$\pi(X)=\int_a^{\alpha(X)} g(S(t))dt$
|
||
2349,$X$
|
||
2350,$\rho(X) = \mathsf{E}(X) + c\| X-\mathsf{E}(X) \|_p$
|
||
2351,$2\square^2 + 2\square$
|
||
2352,"$[0.2, 0.85]$"
|
||
2353,$v_i = a_i/a$
|
||
2354,$a+da$
|
||
2355,$Q=(P+P')/2$
|
||
2356,$μ = w_1 δ_{α_1} + w_2 δ_{α_2}$
|
||
2357,$G_0$
|
||
2358,$(\bar P_{x+b} - \bar P_x)\bar a_{x+b}=\bar A_{x+b}-\bar P_x \bar a_{x+b}=: {}_b\bar V$
|
||
2359,$L(a)=\mathsf{E}(X\wedge a)$
|
||
2360,$Y_i=\partial Y/\partial x_i$
|
||
2361,$\alpha=1$
|
||
2362,"$B(b)\approx -b\mu_xv^b \approx {-}_bq_xv^b = -A^{\, 1}_{x:\lcroof{b}}$"
|
||
2363,$X\circ\tau$
|
||
2364,"$(X^∗_1, \dots, X^∗_n)$"
|
||
2365,$\phi_{\bar x}$
|
||
2366,$dF(X)$
|
||
2367,$-1_{B_r}$
|
||
2368,$p(1-\nu(p))=p\delta(p)$
|
||
2369,$g(s)=a^\alpha$
|
||
2370,"$u=(u_1, u_2)$"
|
||
2371,$\lambda^Q_t = \lambda^Q\mu_t$
|
||
2372,$\rho(1)=1$
|
||
2373,$u''<0$
|
||
2374,$X(\mathbf{x})$
|
||
2375,"$\langle X_i, \zeta \rangle$"
|
||
2376,$\mathsf{E}(X \mid X\le a)$
|
||
2377,$D_\lambda$
|
||
2378,$g(0)=r_0$
|
||
2379,$p(1-p)/(\nu-l)^2=0.5(1-0.5)=0.25$
|
||
2380,"$i=1,\dots,n$"
|
||
2381,$\displaystyle\int_0^\infty xf(x)dx = \displaystyle\int_0^\infty S(x)dx$
|
||
2382,$\epsilon\to 0$
|
||
2383,$\bar p$
|
||
2384,$A^k=(g^a)^k$
|
||
2385,"$g:[0,1]\to [0,1]$"
|
||
2386,$16\times 4=64$
|
||
2387,$g(s)=d+vs$
|
||
2388,$\omega\mapsto q(\omega)=F^{-1}(\omega)$
|
||
2389,$\mathbf{x}=\mathbf{1}$
|
||
2390,$\nu^*$
|
||
2391,$q(p)+y$
|
||
2392,$\mathsf{E}(X)=\int_0^\infty xf(x)dx = \int_0^\infty S(x)dx$
|
||
2393,$c_k-G=\gamma_k$
|
||
2394,$Z_1=Z\circ T$
|
||
2395,$p\not=0.5$
|
||
2396,${}_tq_x=1-\tpx$
|
||
2397,$L_2(\Omega)$
|
||
2398,$n:=\nabla_yG/\|\nabla_y G\|$
|
||
2399,$\{X = a\}$
|
||
2400,$\phi(s)\ge 0$
|
||
2401,$g(s) = \Phi(\Phi^{-1}(s)+\lambda)$
|
||
2402,$\mathbf{T}$
|
||
2403,$\partial\bar P/ \partial a$
|
||
2404,$X\not\equiv 0$
|
||
2405,$\mathsf{E}_\mathsf{Q}(X_i \mid X=x)=\mathsf{E}(X_i \mid X=x)$
|
||
2406,$k\ge 0$
|
||
2407,$a(\mathbf{x}) =\mathsf{VaR}_p(X(\mathbf{x}))= q_p(\mathbf{x})$
|
||
2408,$u''(z+t)$
|
||
2409,$\rho(X) = \mathsf{E}(X) + V(X)$
|
||
2410,$F^{-1}(1-s)$
|
||
2411,$\rho_i(X_i) - \rho_i(F_i)$
|
||
2412,$\mathsf{E}_Q(Y)=\tilde \rho(X)$
|
||
2413,$R_i<C_i$
|
||
2414,$\delta_p=1-\nu_p$
|
||
2415,$\mathsf{E}(X\wedge k)$
|
||
2416,$\pm 1$
|
||
2417,$\sigma=0.225$
|
||
2418,$t\ge 0.5$
|
||
2419,"$(a,A)$"
|
||
2420,$t> t^*$
|
||
2421,$X_i=x_i$
|
||
2422,"$(fun5.north west)+(-\smlspc,\smlspc)$"
|
||
2423,$\tpx \mu_{x+t}$
|
||
2424,"$(s_{i+1}, g(s_{i+1}))$"
|
||
2425,$r_P < r$
|
||
2426,$T_B$
|
||
2427,"$X\in \mathcal A_{t,t+1} + \mathcal A_{t+1}\iff -\rho_{t+1}(X)\in\mathcal A_{t+1}$"
|
||
2428,$(1+\theta)\rho$
|
||
2429,$\rho(A_k) \le \rho(A_0) + k \rho(N) \le \hat\rho(A_0) + k\rho(N)=\hat\rho(A_k)$
|
||
2430,$EL=\mathsf E[X\wedge a]$
|
||
2431,$dt=g'(1-s)ds=\phi(s)ds$
|
||
2432,$A^∗_i$
|
||
2433,"$I=[0,1]$"
|
||
2434,$\bar R'(x)=R(x)$
|
||
2435,$X=X(\mathbf{x})$
|
||
2436,$Y_n=-X_n$
|
||
2437,$2^{256}\approx 10^{77}$
|
||
2438,$P$
|
||
2439,$\mathsf{Pr}(X\le a)=F(a)$
|
||
2440,$g(t)=1$
|
||
2441,"$Y=\max(X_1, \dots, X_N)$"
|
||
2442,$α$
|
||
2443,$p=0$
|
||
2444,$0\le\lambda \le 1$
|
||
2445,$\phi(x)/x$
|
||
2446,$=P + r(P+S)$
|
||
2447,$\nabla g'$
|
||
2448,$(f)$
|
||
2449,$\iota^*=0.125$
|
||
2450,$R_2 > C_2$
|
||
2451,$\delta\bar a_{x:\lcroof{n}}+\bar A_{x:\lcroof{n}}=1$
|
||
2452,"$(g^k, Km)$"
|
||
2453,$p=100043$
|
||
2454,$6 \times 10^7$
|
||
2455,"$[0,1]\to \mathbb{R}$"
|
||
2456,$b$
|
||
2457,$2\square^2 + \square + 5$
|
||
2458,$99<a\le 100$
|
||
2459,$\mathcal F_1$
|
||
2460,$A^c$
|
||
2461,"$\eta_{p,\alpha}$"
|
||
2462,$\bar \iota$
|
||
2463,$\rho(G) = \mathsf{E}_Q(G)$
|
||
2464,$=\mathsf{E}(X-c)_-=\int_0^c (c-x)f(x)dx$
|
||
2465,"$500,000 per claimant except that workers' compensation claims are paid in full; $"
|
||
2466,"$s\in[k,1]$"
|
||
2467,$\eta$
|
||
2468,$\Omega$
|
||
2469,$=1$
|
||
2470,$\sup_{\mu\in M} \int CTEd\mu$
|
||
2471,$\liminf \rho(-k_i 1_{A_i}) \ge \rho(0)=0$
|
||
2472,$E_Q(X_i(a)\mid X)$
|
||
2473,$Z'$
|
||
2474,$B_{\cdot}$
|
||
2475,$\rho_t(X)\le \rho_t(Y)$
|
||
2476,$B(s)$
|
||
2477,"$Q_0, Q_{i,\epsilon}$"
|
||
2478,$N(\bar x)=N(F(\bar x))$
|
||
2479,$\int_0^s q_Z(1-t)dt\le g(s)$
|
||
2480,$N(a)=\int_0^a F(x)dx=a-\mathsf{E}(X\wedge a)$
|
||
2481,$\mathsf{Var}(\pi)$
|
||
2482,$\mathsf{FAT}'$
|
||
2483,$a\ge 1$
|
||
2484,$\bar S(a)=\mathsf{E}(X\wedge a)$
|
||
2485,$\mathsf E[Y_i\mid S]$
|
||
2486,$da = p(a)da + (1-p(a))da$
|
||
2487,$1 \times 10^{10}$
|
||
2488,$(1+\epsilon)x_1$
|
||
2489,"$j=1,\dots r$"
|
||
2490,$\tilde Z_1:=\mathsf{E}[Z_1\mid X] = \tilde Z$
|
||
2491,$X^{\oplus 1}$
|
||
2492,$f_t$
|
||
2493,$X=c$
|
||
2494,$P(a)+K(a)=a$
|
||
2495,$Z\circ T$
|
||
2496,$\bar P(a)$
|
||
2497,$\epsilon x_1$
|
||
2498,$a-\bar P(a)$
|
||
2499,"$\mathcal{M}_{X,r_X}$"
|
||
2500,$A = g^{a} \pmod{p}$
|
||
2501,"$[a, b]$"
|
||
2502,$\prec_3^*$
|
||
2503,$f_{Y\mid X>a}$
|
||
2504,$\hat p=1-g^{-1}(1-p)$
|
||
2505,$\iota^*=0$
|
||
2506,$\mathsf{E}\zeta=1$
|
||
2507,$\epsilon^2$
|
||
2508,"$(fun1.north west)+(-\smlspc,\smlspc)$"
|
||
2509,$\tau$
|
||
2510,$\partial a / \partial x_i$
|
||
2511,$\sum u_iX_i$
|
||
2512,$S(X)$
|
||
2513,$\log$
|
||
2514,$\rho(X)=\mathsf{E}_\mathbb{Q}(X)$
|
||
2515,$A_k = A_0 + kN$
|
||
2516,$\sum_i X_i$
|
||
2517,$L$
|
||
2518,$a_i$
|
||
2519,$X(x)$
|
||
2520,"$x_c, x_n$"
|
||
2521,$\rho(X)=\int_0^1 q(s)\phi(s)ds=\int_0^1 q(s)g'(1-s)ds$
|
||
2522,"$\langle \mu, X+a \rangle = \langle \mu, X \rangle + a$"
|
||
2523,$\mathsf{E}_\mathsf{Q}$
|
||
2524,$kX$
|
||
2525,"$\forall X,Y,t\ge 0$"
|
||
2526,$f_X(a)$
|
||
2527,$\bar F(a) = a-\bar S(a)$
|
||
2528,$1-p \le st$
|
||
2529,$g(0) = 0$
|
||
2530,$\phi_i$
|
||
2531,$1$
|
||
2532,$\mathsf{E}(N)=\lambda$
|
||
2533,"$(B.south east) + (-0.07mm,0)$"
|
||
2534,$0\le a\le 2^{256}$
|
||
2535,$\bar \nu$
|
||
2536,$X:\Omega\to\mathbb R$
|
||
2537,$1=\delta(p) + \nu(p)$
|
||
2538,$s=S(x)=1-p$
|
||
2539,"$\rho(X,a)=\rho(X\wedge a)$"
|
||
2540,$l_p<0$
|
||
2541,$S(x)\approx 1$
|
||
2542,$\mathsf{Var}(X+a)=\mathsf{Var}(X)$
|
||
2543,$\mathsf{E}_Q(X_i)$
|
||
2544,$\rho=\mathsf{AVaR}$
|
||
2545,$d-d^2=v-v^2=dv$
|
||
2546,$\mathsf{E}(X_i ; X \le a)$
|
||
2547,$dt=g'(1-s)ds$
|
||
2548,$1 \times 10^{17}$
|
||
2549,${}_tp_x\mu_{x+t}$
|
||
2550,$x_i=q(u_i)$
|
||
2551,$P(x)=S(x)$
|
||
2552,$P_i \le \rho_i(X_i)$
|
||
2553,"$\bar x\mapsto G\circ F(\bar x, \omega)$"
|
||
2554,$r_i = (P_i - \mathsf{P}[X_i]) / P_Q$
|
||
2555,$g(t)$
|
||
2556,$m_i$
|
||
2557,$5 \times 10^5$
|
||
2558,$\tilde p=p_a$
|
||
2559,$Z\circ\tau$
|
||
2560,$s_i=1-p_i$
|
||
2561,$\iota^*=0.15$
|
||
2562,$\rho(X+\epsilon Y)=\mathsf{E}[h_\epsilon (X+\epsilon Y)]$
|
||
2563,"$\langle \mu,X \rangle$"
|
||
2564,$p=2$
|
||
2565,$\iota_{1/2}$
|
||
2566,$\mu_{t}$
|
||
2567,"$[1-\alpha, 1]$"
|
||
2568,"$(\s,4-\s)$"
|
||
2569,"$\bar P(\mathbf{x}, a)$"
|
||
2570,$(1-r_0)δ_1$
|
||
2571,$10^{-3}$
|
||
2572,$m'$
|
||
2573,$n\ge 2$
|
||
2574,$\rho_m(X)<r$
|
||
2575,$g(p)=p^{1/2}$
|
||
2576,$se=0.067$
|
||
2577,$\mathcal{G}=\sigma(X)$
|
||
2578,"$(fun3a.south -| fun6a.south east)+(\smlspc,-\smlspc)$"
|
||
2579,$B<A<C$
|
||
2580,$\epsilon\times Y(\mathbf{X})\times$
|
||
2581,$\tau(X)$
|
||
2582,$X=q(U)$
|
||
2583,$\sum_i X_i(a)=X\wedge a$
|
||
2584,$\mathsf{E}(X\mid X=x)$
|
||
2585,"$\bar P_i(x_1, x_2, a) / x_i$"
|
||
2586,$\rho(X+Y) \le \rho(X^c + Y^c)$
|
||
2587,$q(U)=F^{-1}(U)$
|
||
2588,$d_iN(a)=d_i(a-\mathsf{E}(X\wedge a)$
|
||
2589,$\bar S_i(a) = \mathsf{E}[x_iX_i\mid X\le a]F(a) + a\mathsf{E}[x_iX_i/X\mid X> a]S(a)$
|
||
2590,$R_2(t_2-\epsilon)<R_2(t_2)=R_2(1)$
|
||
2591,$1 = 1_\Omega$
|
||
2592,$T_A\in\mathscr{S}(X)$
|
||
2593,$\displaystyle\int_0^1 q(1-g^{-1}(1-\tilde p))d\tilde p$
|
||
2594,$g(s)>s$
|
||
2595,$\mathbb{P}(B)=0$
|
||
2596,$v=1-d$
|
||
2597,$g^{ak}=(g^k)^a=K^a$
|
||
2598,$\hat X_i$
|
||
2599,$s=k^{-1}(m + ra)$
|
||
2600,$\rho_{(g)}(X)=$
|
||
2601,$\mathsf E[u(X-\pi +R)]$
|
||
2602,$M(s)=\mathsf{E}[X^s]=\mathsf{E}[e^{s\log(X)}]$
|
||
2603,$\sigma=3$
|
||
2604,$F^{-1}(s)$
|
||
2605,"$C_2(t) < \bar P^a(0, 1)$"
|
||
2606,$T=T_B\circ T_A$
|
||
2607,$1 = p(a) + (1-p(a))$
|
||
2608,$})=1-\mathsf{Pr}(\text{No events $
|
||
2609,$Q\ll P$
|
||
2610,$B(p)=0$
|
||
2611,"$(A, a)$"
|
||
2612,$m + ra$
|
||
2613,$X_{2}$
|
||
2614,$A_k=A_0 + kN \ge A_0 + k'N = A_{k'}$
|
||
2615,$l(p)$
|
||
2616,$V=(a - X)^+$
|
||
2617,"$(\x*1.2, 2)$"
|
||
2618,"$(Alice)+(0,-1)$"
|
||
2619,$L_p/L_q$
|
||
2620,$\nu(S(x) + \iota)$
|
||
2621,$\mathsf{Q}_2$
|
||
2622,$AR(2)$
|
||
2623,$10^{1+6+12}=10^{19}$
|
||
2624,$\log_g(n)=a$
|
||
2625,$0\le p\le 1$
|
||
2626,$I(p)$
|
||
2627,$M_t$
|
||
2628,$\rho(X) = \sup \{ \rho_\phi(X) \mid \phi\in A \}$
|
||
2629,"$\rho(X)=\int g(S_X(t))\,dt$"
|
||
2630,$1-g^{-1}(U)$
|
||
2631,$0\leq f \leq 1$
|
||
2632,$\mathsf{Pr}(X>q(p))=1-p$
|
||
2633,$x\mapsto xX$
|
||
2634,"$(valu1.south east)+(\boundpad,-\boundpad)$"
|
||
2635,$\rho(X)=\displaystyle\int_0^1 q(p) \phi(p) dp$
|
||
2636,$\mathsf{E}[X]=28$
|
||
2637,$X\ge a$
|
||
2638,$x=y$
|
||
2639,$g(t)=t^α$
|
||
2640,$x_i / \sum_i x_i$
|
||
2641,$\rho(X)=\int_0^\infty x g'(S(x))f(x)dx$
|
||
2642,$2^1+1\rightarrow 3^1+1-1=3^1 \rightarrow 4^1-1=3 \rightarrow 2 \rightarrow 1 \rightarrow 0$
|
||
2643,$(\delta^*-d)\sqrt{S(x)F(x)}$
|
||
2644,$\rho_t(-\rho_{t+1}(X))\le \rho_t(\rho_{t+1}(Y))$
|
||
2645,$r=d/(1-d)$
|
||
2646,$n = 2$
|
||
2647,$p(1-p)/(v-l)^2$
|
||
2648,$p$
|
||
2649,$\rho(X)\ge X$
|
||
2650,$\nu=\mu_X-\mu_Y$
|
||
2651,$\lambda_t$
|
||
2652,"$(p,q(\hat p))$"
|
||
2653,$F^{(2)}(\mu_X)$
|
||
2654,$\mathsf{Q}$
|
||
2655,"$X,\, X_i\in L^\infty$"
|
||
2656,"$[\alpha_0,1]$"
|
||
2657,$f_Y$
|
||
2658,$Y_n\uparrow 0$
|
||
2659,$1 \times 10^{14}$
|
||
2660,$\tilde p=\tilde F(F^{-1}(p))$
|
||
2661,$\mathsf{E}(X_i)$
|
||
2662,"$k,a$"
|
||
2663,$\mathcal A$
|
||
2664,$H(X)\le H(Y)$
|
||
2665,$400 to over $
|
||
2666,$F^{-1}(p)$
|
||
2667,$\nu(p)=(1+\iota(p))^{-1}$
|
||
2668,$\Phi_i(a)/a$
|
||
2669,$\beta=\delta^*-d$
|
||
2670,$(p-\nu)/(\nu-l)$
|
||
2671,$\mathsf{E}[X^k-Y^k]=\int x^k\mu_X(dx)-\int y^k\mu_Y(dy)=\int x^k\nu(x)$
|
||
2672,$\mathsf{E}[Y] = 50.4$
|
||
2673,"$g(s) = \min(1, s/(1-\alpha))$"
|
||
2674,$B_r$
|
||
2675,$\int_0^1 \mathsf{TVaR}_p(X)m(dp)$
|
||
2676,$0\mapsto 0$
|
||
2677,"$(Alice)+(0,-3.25)$"
|
||
2678,$p\nu(p)=p((\nu(p)-l(p))+l(p)) = \nu^*\sqrt{pq} + v(p-\sqrt{pq})$
|
||
2679,$B=\Omega\setminus C$
|
||
2680,$c:\mathbb{R}^n\to\mathbb{R}$
|
||
2681,$g(u) = m'u / (r(u) - m'u)$
|
||
2682,$\rho(X) = a = \mathsf{E}[X | A] = ES$
|
||
2683,$(\delta^*-d)\sqrt{F(x)S(x)}$
|
||
2684,$\sigma=1.667$
|
||
2685,$\subset$
|
||
2686,$\alpha=$
|
||
2687,$\Rightarrow$
|
||
2688,$\mathsf{E}(\cdot)$
|
||
2689,$A=X_1+\cdots +X_N$
|
||
2690,$p(v_p-l_p)$
|
||
2691,$x_i$
|
||
2692,$X\le b$
|
||
2693,$\mathsf{E}(X_i \mid X=\hat x)=\mathsf{E}(X_i \mid X=F^{-1}(\tilde p))$
|
||
2694,$5 trillion business. Property casualty insurers write $
|
||
2695,$X=\sum_i X_i$
|
||
2696,$\tilde Z\in\mathscr{P}$
|
||
2697,$\rho_{(g)}(X)$
|
||
2698,$\tau^{-1}$
|
||
2699,"$, @Pichler2015a, 6.1. @Dentcheva2010 (DPR) goes to great lengths to prove represented by transforms (AVaR to spectral transform) with $"
|
||
2700,"$x=1, M=1.5,\sigma=0.75, K=6$"
|
||
2701,$\pi(X)=\mathsf{E}_g(X\wedge \alpha(X))=\int_0^{\alpha(X)} g(S(t))dt$
|
||
2702,$X>Y$
|
||
2703,$F_u^{-1}$
|
||
2704,"$d(x,\omega)$"
|
||
2705,$\mathsf{E}(Y\sigma(U))$
|
||
2706,$k \ge k'$
|
||
2707,$X_n=0$
|
||
2708,$<$
|
||
2709,$\rho(X \circ T)=\rho(X)$
|
||
2710,$\rho^*= (1-\alpha-\beta)^{-1}-1$
|
||
2711,$\|Y\|_{\sigma} = \rho_\sigma(Y)$
|
||
2712,$1/x^2$
|
||
2713,$172.4\times \exp(2.7^2/2) = 6600$
|
||
2714,"$\eta,\zeta$"
|
||
2715,$N_i$
|
||
2716,$g(s) = d + (1-d)h(s)$
|
||
2717,$\mathsf{E}[g]=1$
|
||
2718,$\tilde S$
|
||
2719,$\rho(X) + c = \rho(X+c)\ge \rho(X) + \mathsf{E}[cg]$
|
||
2720,$M_i(t)\not=C_i(t)$
|
||
2721,"$(fun5a.south west)+(-0.5*\wspcer,-0.5*\medspc)$"
|
||
2722,$c \le 0$
|
||
2723,$(1+\epsilon)\mathbf{X}$
|
||
2724,$\tilde\rho(X)=\mathsf{E}_Q(Y)$
|
||
2725,$\le 1/N$
|
||
2726,"$h_{i,\epsilon}-h_0\to 0$"
|
||
2727,$\text{AVaR}_\alpha(X)$
|
||
2728,$N \mid G$
|
||
2729,$q+\epsilon\mathsf{E}_q(X_1)$
|
||
2730,$X_2=t$
|
||
2731,$g(st)\le g(s)g(t)$
|
||
2732,"$\langle \zeta, Z-\mathsf{E} Z\rangle$"
|
||
2733,$\mu(dp)=f(p)dp$
|
||
2734,$\rho_i(F_i)$
|
||
2735,$q(p)\phi(p)$
|
||
2736,$\rho(X^{\oplus N})$
|
||
2737,$\mathcal{X}$
|
||
2738,$F:\mathbb{R}^n\to\mathcal{Z}$
|
||
2739,"$(Bob) + (0,-3.5)$"
|
||
2740,$p=0.001$
|
||
2741,$X_i/X$
|
||
2742,$\bar P_2$
|
||
2743,$k<n$
|
||
2744,$X=Y(\mathbf{X}) + Z(\mathbf{X}) = Y+Z$
|
||
2745,$Q(u)$
|
||
2746,$1-\alpha$
|
||
2747,$n=4$
|
||
2748,$t+1$
|
||
2749,$r_K$
|
||
2750,$\rho(X^{\oplus n})$
|
||
2751,$\phi(p)\ge 0$
|
||
2752,$L^2$
|
||
2753,$\mathsf{E}(\theta)=\int\theta dP=(1+r_f)^{-1}$
|
||
2754,$q(p)$
|
||
2755,$p(a) = S(a) + \delta F(a)$
|
||
2756,$\displaystyle\int_0^\infty xg'(S(x))f(x)dx = -xg(S(x))\Big\vert_0^\infty + \displaystyle\int_0^\infty g(S(x))dx=\displaystyle\int_0^\infty g(S(x))dx$
|
||
2757,$g(p)=1-\tilde p(1-p)=1-\tilde F(\Phi^{-1}(1-p))=1-\Phi(-\Phi^{-1}(p)-\lambda)=\Phi(\Phi^{-1}(p)+\lambda)$
|
||
2758,$E$
|
||
2759,$aY_i/Y$
|
||
2760,$R_2(1)=\bar P^a_2(1)$
|
||
2761,"$E_Q(G) = \langle \zeta, G \rangle = \int g(S_G(t))dt$"
|
||
2762,$\{ x | f(x)\le t \}$
|
||
2763,$S$
|
||
2764,$\phi = \rho \circ F$
|
||
2765,$\beta\gamma/(\beta+\gamma)$
|
||
2766,$\mathsf{E}[Z\mid X]$
|
||
2767,$p=1$
|
||
2768,"$(brR15 |- lee.south)+(-0.25,-0.25)$"
|
||
2769,$\bar p=(1-p)/p$
|
||
2770,$\rho(X\wedge k)$
|
||
2771,$\mathbf{m}(\lambda)$
|
||
2772,$R_2$
|
||
2773,$\nu:\Sigma\to\mathbb{R}$
|
||
2774,$\int g\circ S=\int S^{-1}g'$
|
||
2775,$Q=0$
|
||
2776,$t<0.5$
|
||
2777,$E_Q(X_i(a)) = E_Q(E_Q(X_i(a)\mid X))$
|
||
2778,$\delta/\nu=\rho$
|
||
2779,$p\approx -\log(1-p)$
|
||
2780,$x-\log(x)\ge 1$
|
||
2781,$\tilde Z=\mathsf{E}[Z\mid X]$
|
||
2782,"$(D.south east)+(0.1, 0.05)$"
|
||
2783,$\iota(p)\leftrightarrow g(1-p)$
|
||
2784,$t<\tau$
|
||
2785,$F$
|
||
2786,$t<t_1$
|
||
2787,$\mathop\square\rho_i$
|
||
2788,$10^6A_{40}=121059.21$
|
||
2789,$\mathsf{E}_g$
|
||
2790,$1-t$
|
||
2791,$5.184 \times 10^{19}$
|
||
2792,$\sum a_i=\mathop\square\rho_i(X)=\rho{\min(g_i)}(X)$
|
||
2793,$B-p\nu(p)$
|
||
2794,"$\langle \mu,X \rangle \le \rho(X)$"
|
||
2795,"$t\in (0,1)$"
|
||
2796,"$[a, a+da)$"
|
||
2797,$\mathsf E[T_s T_t]$
|
||
2798,"$M(a)=M(X,a)$"
|
||
2799,"$\lambda,df$"
|
||
2800,$\rho=0.671$
|
||
2801,$\mathsf{Pr}(X<0)>0$
|
||
2802,$\rho_\gamma(X) = \gamma\rho(X/\gamma)$
|
||
2803,$S_u(t)=\text{Pr}(X_u>t)$
|
||
2804,$\rho(X)\le\rho(Y)$
|
||
2805,${}_{dt}q_{x+t}\approx dt\mu_{x+t}$
|
||
2806,"$(-\x*.8, 2*2)$"
|
||
2807,$\mathsf{E}(X_iX_i \mid X)\not=\mathsf{E}(X_i \mathsf{E}(X_i\mid X)\mid X)=\mathsf{E}(X_i\mid X)^2$
|
||
2808,$i=2$
|
||
2809,$P(a)=g(S(a))\ge S(a)$
|
||
2810,$p=29$
|
||
2811,$c_x$
|
||
2812,$a=150$
|
||
2813,$L=$
|
||
2814,$H(n + \text{prev hash} + \text{value})<c$
|
||
2815,$p(a)+k(a)=1$
|
||
2816,$G_t(z) = F(z) + H(z-t) = G_0(z) - H(z) + H(z-t)$
|
||
2817,$s=t$
|
||
2818,$X_1\le X_2$
|
||
2819,$\tilde X_i$
|
||
2820,$q$
|
||
2821,$\rho(X):= \int_0^1 q(p)\phi(p)dp$
|
||
2822,$g(S(x))$
|
||
2823,$\rho(X)\ge \mathsf{E}[h_\epsilon X]$
|
||
2824,$R_2(1)$
|
||
2825,$\mathrm{Q}$
|
||
2826,$r\not=c$
|
||
2827,$\mathsf{E}(X_i/X \mid X \le a)$
|
||
2828,$g_1$
|
||
2829,$=$
|
||
2830,$p=3/4$
|
||
2831,"$[0,\alpha)$"
|
||
2832,$2.09 \times 10^{14}$
|
||
2833,$P(x)$
|
||
2834,$\lim\inf_{x\to x_0} f(x)\ge f(x_0)$
|
||
2835,$x\mapsto (x-d)_+^{n-1}$
|
||
2836,$c$
|
||
2837,$x+n$
|
||
2838,$t=q_{\mathbf{x}}(s)$
|
||
2839,$a=180$
|
||
2840,$g(S(x))>g(x)$
|
||
2841,$a=M(a)+Q(a)$
|
||
2842,$\mathsf{VaR}_p$
|
||
2843,$1 \times 10^{18}$
|
||
2844,$1=F(x)+S(x)=\delta+\nu$
|
||
2845,$I$
|
||
2846,"$\mathsf{E}(C_1(a,c))$"
|
||
2847,"$(\x*0.65, 3.75*2)$"
|
||
2848,$10^{18}$
|
||
2849,$p\approx 1$
|
||
2850,$\delta(p)=\iota(p)/(1+\iota(p))=1-\nu(p)$
|
||
2851,$0<k<q-1$
|
||
2852,$\mathsf{E}(X ; B)=\mathsf{E}(X1_B)$
|
||
2853,$E_\mathsf{Q}$
|
||
2854,$\mathcal{F}$
|
||
2855,$\hat\rho(A) \le \rho(N)\rho(X)$
|
||
2856,$\mathcal A_t = \{X \mid \rho_t(X) \le 0\}$
|
||
2857,$S(x) + dF(x) + (\delta^*-d)\sqrt{S(x)F(x)}>1$
|
||
2858,$\bar P(a) = \bar S(a) +\bar\delta(a) \bar F(a)$
|
||
2859,$Y=W+Q$
|
||
2860,"$X_i=F(0,\dots, x_i,\dots, 0)$"
|
||
2861,$\mathsf{E}[XZ]=\mathsf{E}[\mathsf{E}[XZ\mid X]]=\mathsf{E}[X\mathsf{E}[Z\mid X]]=\mathsf{E}[X\tilde Z]$
|
||
2862,$c\ge 0$
|
||
2863,"$(fun4a.south east)+(0.5*\wspcer,-\medspc)$"
|
||
2864,"$\mathcal{M}=\mathcal{M}[0,1]$"
|
||
2865,$4\times 10^{19}$
|
||
2866,"$(P, R)$"
|
||
2867,"$\bar A^{1}_{x:\lcroof{n}}, \bar a_{x:\lcroof{n}}$"
|
||
2868,$X=q$
|
||
2869,"$A = \{\zeta' \in L_q \mid \zeta'=1+\zeta-\mathsf{E}\zeta, \|\zeta\|_q\le c \}$"
|
||
2870,$\nu(F(x))F(x)dx$
|
||
2871,$sqrt{st}$
|
||
2872,$R^S=g^mA^R$
|
||
2873,$X\not= Y$
|
||
2874,$\rho_{(g)}(X)=\displaystyle\int_0^\infty g(S(x))dx$
|
||
2875,$\Delta \tilde p$
|
||
2876,$L_\sigma^*:=\{ Z\in L_1\mid \| Z\|_\sigma^*< \infty \}$
|
||
2877,${}_tE_x=e^{-\delta t}{}_tp_x$
|
||
2878,$(\lambda)$
|
||
2879,$\mathsf{TVaR}_\alpha(X)=\dfrac{1}{1-\alpha}\displaystyle\int_{\alpha}^1 q(p)dp$
|
||
2880,$\int_0^\infty g(S(x))dx = \int_0^1 q(t)\phi(t)dt$
|
||
2881,"$(lee.west |- lee.north)+(0,-2.5)$"
|
||
2882,$\rho(X)=\mathsf{E}(X\theta)$
|
||
2883,$\iota_p$
|
||
2884,$dQ/dP=g'(S(X))$
|
||
2885,"$\mathcal{M}_{X,r}$"
|
||
2886,$\rho(X)=50$
|
||
2887,$\mu_x$
|
||
2888,$\rho_0$
|
||
2889,$\leftrightarrow\mathcal P\rightarrow \rho_t(X)=\max_{P\in \mathcal P}\mathsf E_P[X\mid mathcal F_t]$
|
||
2890,$\mathcal{G}\subset\mathcal{F}$
|
||
2891,$-\sqrt{x}$
|
||
2892,$a=a(t)$
|
||
2893,$u$
|
||
2894,$\rho(X)=\displaystyle\int_0^\infty x g'(S(x))f(x)dx$
|
||
2895,$\tilde p$
|
||
2896,"$(de.east |- lee.north)+(0.375,0.25)$"
|
||
2897,$Z_0$
|
||
2898,$(X)$
|
||
2899,"$(p, x)$"
|
||
2900,$\mu_t = \begin{cases} 0 & t<1 \\ n & 1\le t\le 1+1/n\end{cases}$
|
||
2901,$A_\cdot$
|
||
2902,$\sigma=0.175$
|
||
2903,$_p$
|
||
2904,$\mathsf{TVaR}_{p_1}(X) = r$
|
||
2905,$1-\delta=\nu$
|
||
2906,"$\mathsf E[(X-K)^+] \le \mathsf E[(Y-K)^+],\ \forall K\in\mathbb R$"
|
||
2907,$\text{E}_{\Bbb{Q}}[Y\mid \mathcal{G}] \text{E}[Z \mid\mathcal{G}] = \text{E}[YZ\mid \mathcal{G}]$
|
||
2908,$\zeta_{\bar x}$
|
||
2909,$\rho^{ho}_c$
|
||
2910,$p(1-p)/(p\nu_p)^2$
|
||
2911,"$g(s) = \min(1,\exp(a+b\log(s)))$"
|
||
2912,"$\mathcal A_t\subseteq \mathcal A_{t,t+1} + \mathcal A_{t+1}\iff \rho_t(-\rho_{t+1}) \le \rho_t$"
|
||
2913,$q_1(t)=t$
|
||
2914,$\inf_t t+\| (X-t)_+\|_p$
|
||
2915,$\rho(X)\le 0$
|
||
2916,"$(brR15 |- lee.south)+(-0.125,-0.25)$"
|
||
2917,$g'<1$
|
||
2918,$\hat\rho(X)$
|
||
2919,$\mathsf{FAT}$
|
||
2920,$g(s)=s^{1/3}$
|
||
2921,$R_2(t)>R_2(0)$
|
||
2922,$t>0.5$
|
||
2923,$p(1-p)/\nu^2$
|
||
2924,$\mathsf{E}(B(p))=p$
|
||
2925,$X_n=-e^{-nx}$
|
||
2926,$1\mapsto 1$
|
||
2927,$F^{(-2)}=[F^{(2)}]^*$
|
||
2928,$\mathsf{Pr}(Agg > x) \approx \text{frequency}\times \mathsf{Pr}(Occ > x)$
|
||
2929,$. Definition of normal cone to $
|
||
2930,$\rho_\alpha(X)=\mathsf{E}(X\mid X\ge q_\alpha(X))$
|
||
2931,$R_1=C_1$
|
||
2932,$c=(1-\alpha)^{-1}$
|
||
2933,$=64 \times 4 = 256$
|
||
2934,$=g(s)-s$
|
||
2935,$X\le \rho(X)$
|
||
2936,$P_i = L_i + \iota K_i$
|
||
2937,$\rho(X)\le b$
|
||
2938,$\nu=1/(1+\iota)$
|
||
2939,$\mathsf{E}_\mathsf{Q}(X_i \mid X)=\mathsf{E}(X_i \mid X)$
|
||
2940,$\mathsf Q$
|
||
2941,$\mathrm{COC}$
|
||
2942,$g_i$
|
||
2943,$X_k$
|
||
2944,$Z\ge \tau$
|
||
2945,$t = 2$
|
||
2946,$c=\text{Var}(G)=\nu^2$
|
||
2947,$ϕ_s(X)$
|
||
2948,$X^{\oplus n-1}$
|
||
2949,$\bar S(a):=\mathsf{E}(X\wedge a)$
|
||
2950,$C_i = m_i - X_i$
|
||
2951,$\bar a_{75}=9.81$
|
||
2952,$\rho(A_0) \le \rho(A_0) + \mathsf E[A] \le \rho(A)$
|
||
2953,$X> 0$
|
||
2954,$g'(s)$
|
||
2955,$a-\bar S(a)=\bar R(a)+\bar Q(a)$
|
||
2956,"$\langle X(\epsilon), \zeta_{x+\epsilon} \rangle$"
|
||
2957,$0< m\le 1$
|
||
2958,$\tilde Z$
|
||
2959,$\partial\rho(X)=\{Q_0\}$
|
||
2960,$q=S$
|
||
2961,$r_i$
|
||
2962,$\phi_i = 1/n$
|
||
2963,$K-1$
|
||
2964,$W=0$
|
||
2965,$(\rho_t)_t$
|
||
2966,$X:\mathbb{R}\to\mathbb{R}$
|
||
2967,$c_h(1-\alpha)$
|
||
2968,$p\gg n$
|
||
2969,$N=\sum_i N_i$
|
||
2970,$\hat Z\tilde Z_{xn}$
|
||
2971,"$k=1,2,\dots,m$"
|
||
2972,$\mathsf{P}[\cdot]$
|
||
2973,$X\ge Y$
|
||
2974,$m\in\mathbb R$
|
||
2975,$M_G(\zeta):=\text{E}(e^{\zeta G})$
|
||
2976,$P_i$
|
||
2977,"$(\x*.75, -2)$"
|
||
2978,$(p-\nu-il(p))/(\nu-l(p))$
|
||
2979,$\mathcal A=\mathcal A_\rho$
|
||
2980,$T$
|
||
2981,$\rho(X)=\rho_\phi(X):=\displaystyle\int_0^1 q(p)\phi(p)dp$
|
||
2982,$\rho=0.9$
|
||
2983,$p<0.5$
|
||
2984,$\log(x)\le x-1$
|
||
2985,"$\mathcal{A} = \{ X\mid \exists \alpha\ge 0, \exists Y : \rho(Y)=0, X=Y+\alpha \}$"
|
||
2986,$p(\nu(p)-l(p))$
|
||
2987,"$\mathbf{r}=(1,r_1,\dots,r_k)$"
|
||
2988,$\ln(10)=2.302585$
|
||
2989,"$(fun5a.south east)+(\medspc,-0.5*\medspc)$"
|
||
2990,$f_{\mathbf{x}}$
|
||
2991,$g(0.25) < 1$
|
||
2992,$L_t$
|
||
2993,$k=st$
|
||
2994,$(1-t)\mathsf{E}[X_1]$
|
||
2995,"$(fun6.north west)+(-\smlspc,\smlspc)$"
|
||
2996,$\tpx$
|
||
2997,$K$
|
||
2998,$(1+r) = (1+rP)(1+m)$
|
||
2999,$\Phi_i(a) = \int_0^a \phi_i(t) dt$
|
||
3000,$eL + \rho S$
|
||
3001,$q(p)\phi(p)dp$
|
||
3002,$K=\mathsf{xTVaR}_p(X) = \mathsf{TVaR}_p(X) - \mathsf{E}(X)$
|
||
3003,"$(\sqrt k, \sqrt k)$"
|
||
3004,$lsc(\rho)$
|
||
3005,$0\le t\le 1$
|
||
3006,$g^{m+ra} = g^m (g^a)^r = g^m A^r$
|
||
3007,$\int g(S)$
|
||
3008,$f=0$
|
||
3009,$N:\mathbb{R}^n\to\mathcal{X}$
|
||
3010,$0 \ge \rho(X_n) \ge -\rho(-X_n) \uparrow 0$
|
||
3011,$skew(G)=skew(G')$
|
||
3012,$\rho(X)=\sup\{\mathsf{E}[hX] \mid h \in \mathscr P \}$
|
||
3013,$S_Y$
|
||
3014,"$\sum_i h_{i, \epsilon}=h_0$"
|
||
3015,$L_\sigma$
|
||
3016,"$(\mathsf{E}(X_i)-\mathsf{E}(X_{i,2}(a))/\mathsf{E}(X_i)$"
|
||
3017,$t<t^*$
|
||
3018,"$d,v\in(0,1)$"
|
||
3019,$\rho(X_t)\le\rho(X)$
|
||
3020,$u=0$
|
||
3021,$N(a)=a-\mathsf{E}(X\wedge a)$
|
||
3022,$\sum_i \Phi_i(a) = a$
|
||
3023,$\times$
|
||
3024,$\mathsf{E}(X)$
|
||
3025,$\rho^*$
|
||
3026,$X_{1}$
|
||
3027,$\mathsf{E}_\mathsf{Q}(X_i\mid X)$
|
||
3028,$g^a \pmod{p}$
|
||
3029,$\upsilon$
|
||
3030,$\delta(p) F(x)=d_iF(x) + (v-\nu^*)\sqrt{FS}$
|
||
3031,$i=0.04$
|
||
3032,$\zeta T = \eta$
|
||
3033,$\rho(Y_n)=0$
|
||
3034,$c(X) = u^{-1} ◦ E [u(X)]$
|
||
3035,$E(\pi)$
|
||
3036,"$[p,p+\delta]$"
|
||
3037,"$p,0\le p\le 1$"
|
||
3038,$\rho_{(g)}=\max\{\mathsf{E}(ZX) \mid Z\in A\}$
|
||
3039,"$\pi(X,a)=\int_0^a S(x) + \delta(F(x))F(x)dx$"
|
||
3040,$\delta(p)=\rho(p)\nu(p)=1-\nu(p)$
|
||
3041,$t_2$
|
||
3042,$X_0$
|
||
3043,$\{ X(\mathbf{x}) \le a\}$
|
||
3044,$\mathsf{VaR}_\alpha$
|
||
3045,$\int_-^\infty dG(z) / (z+\tau)^n$
|
||
3046,$\tilde S(x) = g(S(x))\ge S(x)$
|
||
3047,$p=1/2$
|
||
3048,$g_\min$
|
||
3049,$R=a-X$
|
||
3050,$G=c_k(x)$
|
||
3051,"$k=1,\dots, n-1$"
|
||
3052,$h=1+\lambda(\zeta-\mathsf{E}\zeta)$
|
||
3053,$\mathsf{E}_\mathbb{Q}(X_i) = \mathsf{E}_\mathbb{Q}( \mathsf{E}_\mathbb{Q}(X_i \mid X))$
|
||
3054,$R_i>C_i$
|
||
3055,$X^n\to X$
|
||
3056,$\mathscr{S}(X)$
|
||
3057,"$(Bob) + (0,-3)$"
|
||
3058,$p=0.50$
|
||
3059,$D_n$
|
||
3060,$g(S(x))>S(x)$
|
||
3061,$G=const_j$
|
||
3062,$g(0+) \gt 0$
|
||
3063,$a=\alpha(X)$
|
||
3064,$f(0.x_1x_2x_3...) = 0.x_1x_3\dots$
|
||
3065,$\mathsf{TVaR}_{p_1}(X)\le r$
|
||
3066,$R_1(t)\approx R_1(0)$
|
||
3067,$R_2(t) \ge \mathsf{E}[X_2]$
|
||
3068,$a/X$
|
||
3069,$t=0.4$
|
||
3070,$O(n\log(n))$
|
||
3071,"$[0, 0.25]$"
|
||
3072,$\rho(X)$
|
||
3073,$P=Pg^{ak}/g^{ak}$
|
||
3074,"$\langle \nabla X,\zeta \rangle$"
|
||
3075,$\partial Y/\partial X_i$
|
||
3076,$m(a)=S(a) + \delta F(a)$
|
||
3077,$g(p)=\displaystyle\int_0^p\phi(1-t)dt=\displaystyle\int_{1-p}^1 \phi(t)dt$
|
||
3078,$g(p)=p$
|
||
3079,$d=r/(1+r)$
|
||
3080,"$q_X(U), q_Y(U))$"
|
||
3081,$0<a<\infty$
|
||
3082,$\nu N(a)$
|
||
3083,$\hat\rho(A) = \rho(N)\rho(X) \le \rho(A)$
|
||
3084,"$\{ f\in L^1\mid \mathsf{E}(f)=1, \forall X\in\mathcal{A}, \mathsf{E}(Xf)\ge 0 \}$"
|
||
3085,$2^{-72}=1/4.7\times 10^{21}$
|
||
3086,$-norm by integrating against a function with $
|
||
3087,$M^2$
|
||
3088,"$\rho^*(\mu)\ge \sup_t \{ \langle \mu,X_t \rangle - \rho(X_t) \} \ge \sup_t \{ \langle \mu,X \rangle -t \langle \mu,\bar X \rangle - \rho(X) \}=\infty$"
|
||
3089,$+\infty$
|
||
3090,$-N_a<0$
|
||
3091,$Z_{xn}$
|
||
3092,$Z=\tilde Z$
|
||
3093,$\bar A_x$
|
||
3094,$\rho(0) \ge 0$
|
||
3095,$\{Q\}= \partial\rho(X)$
|
||
3096,$-g''(t) = w_1 δ_{α_1}/α_1 + w_2 δ_{α_2}/α_2$
|
||
3097,$X_0 = X -\mathsf EX$
|
||
3098,$P(a) = 1 - \nu F(a)$
|
||
3099,$1-X$
|
||
3100,$\lambda_{x+t}$
|
||
3101,$k\le k_0$
|
||
3102,$\bar x\in\mathbb{R}$
|
||
3103,$m(a) = 1 - \nu F(a)$
|
||
3104,$\|\cdot \|_\rho=\rho(|\cdot |)$
|
||
3105,$\displaystyle\int_0^\infty g(S(x))dx$
|
||
3106,$g^{ak} = (g^k)^a$
|
||
3107,$\xi$
|
||
3108,$\zeta_t-\zeta$
|
||
3109,$X=G\circ F(\bar x)$
|
||
3110,$R_2(t) = \bar P^a_2(t)/t$
|
||
3111,$\rho\ge \mathsf{VaR}$
|
||
3112,$\zeta\in Y$
|
||
3113,$l\ge 0$
|
||
3114,"$X_1, X_2$"
|
||
3115,$\mathsf{E}[W\mid X]=n^{-1}\sum_{T\in\mathscr{S}(X)} W\circ T=:\tilde W$
|
||
3116,$g(1-p)=1-\tilde p$
|
||
3117,$L_p(\omega)=\begin{cases} q(p) & \omega=p \\ 0 & \omega\not= p\end{cases}$
|
||
3118,$\omega > 1/n$
|
||
3119,$0\le f(x)-f(y)\le x-y\ \forall 0\le y < x$
|
||
3120,$(1-p)/(p\nu(p)^2)$
|
||
3121,$\bar M_i(a)>0$
|
||
3122,"$104 million pretax writeoff, resulting in a $"
|
||
3123,"$\min(\delta, \max(X-x))$"
|
||
3124,$q(p)=-\log(1-p)/\mu$
|
||
3125,$O(mn^2)$
|
||
3126,$r(u) - m'u$
|
||
3127,$\pi(p)$
|
||
3128,$V=(a-X)^+$
|
||
3129,$\pi_X(t_{2j})\le \pi_Y(t_{2j})$
|
||
3130,$1/x^3$
|
||
3131,"$L_a=[a, a+da]$"
|
||
3132,$\\{N=n\\}$
|
||
3133,${}_0V = 1$
|
||
3134,$g(t) = r_0 + (1-r_0)t$
|
||
3135,$\rho(X)=E_Q(X)$
|
||
3136,$5 \times 10^{19}$
|
||
3137,$-(\nu-l)-l=-\nu$
|
||
3138,$\rho=0.4$
|
||
3139,$1-\tilde p=\tilde p(1)-\tilde p(p)=\int_p^1 (d\tilde p/dp)(s)ds = \int_p^1 g'(1-s)ds = \int_0^{1-p} g'(s)ds = g(1-p)-g(0)=g(1-p)$
|
||
3140,$E(X\wedge a)=\int_0^a tf(t)dt + aS(a)$
|
||
3141,$E2=0$
|
||
3142,"$\partial\rho(X+\epsilon X_i)=\{Q_{i, \epsilon} \}$"
|
||
3143,"$\mathcal A_t = \mathcal A_{t,t+1} + \mathcal A_{t+1}$"
|
||
3144,$u'''\ge 0$
|
||
3145,$g^{-1}(p)=p^2$
|
||
3146,$\$
|
||
3147,$g'(1-s)ds$
|
||
3148,$S(x)=1-F(x)=\mathsf{Pr}(X>x)$
|
||
3149,$\rho(X\mid \mathcal F_1)$
|
||
3150,$\mathsf{E}[Z^*\mid X] = n^{-1}\sum_{T\in\mathscr{S}(X)} Z^*\circ T = n^{-1}\sum_i \alpha_i \sum_T Z\circ T_i\circ T = n^{-1}\sum_i \alpha_i \sum_T Z\circ T=\sum_i \alpha_i\tilde Z =\tilde Z$
|
||
3151,"$(x_1, \dots, x_n)$"
|
||
3152,$ipl(p)$
|
||
3153,$g_2$
|
||
3154,$k_i=a_i/x_i$
|
||
3155,$x+b$
|
||
3156,$p\nu(p)$
|
||
3157,"$\max(x,0)$"
|
||
3158,$\bar F(a)=\int_0^a F(x)dx = a-\bar S(a)$
|
||
3159,$=\dfrac{s}{g(s)}$
|
||
3160,$q=q_j$
|
||
3161,"$\rho(X) = \mathsf{E}(\zeta X) = \langle \zeta, X \rangle$"
|
||
3162,$\psi_i(a)=\mathsf{E}(X_i/Y \mid Y>a)$
|
||
3163,$L_\sigma=L_1$
|
||
3164,$W=99$
|
||
3165,$a=100$
|
||
3166,$f^*=(L^t)^+m$
|
||
3167,"$\Delta_{i,\epsilon}$"
|
||
3168,$1-p < s$
|
||
3169,$\{N=n\}$
|
||
3170,"$5,000) to as much as \$"
|
||
3171,$(X(\omega_1)-Y(\omega_1))(X(\omega_2)-Y(\omega_2))\ge 0$
|
||
3172,$X(\omega)$
|
||
3173,$x^+$
|
||
3174,$0\le x\le 1$
|
||
3175,$\sum Y_i=S$
|
||
3176,$k= \mathsf{E}(X) + (\rho_m(X) - \mathsf{E}(X)) + (k-\rho_m(X))$
|
||
3177,$f_u$
|
||
3178,$k\ge k_0$
|
||
3179,"$(C.north east)+(1.5, 0)$"
|
||
3180,$E_Q(Y)$
|
||
3181,$\mathbf{u}=0$
|
||
3182,$\mathsf{E}(X_i \mid X=a)$
|
||
3183,$=E(X_i \mid X\le a)$
|
||
3184,$C(u)$
|
||
3185,$t\not=0.5$
|
||
3186,$\log(\sqrt{2\pi})=0.399090$
|
||
3187,$\rho_{m'}(Y) > \rho_m(Y)$
|
||
3188,$\log(\phi(x)) = -\log(\sqrt{2\pi}) - \frac{x^2}{2\ln(10)}$
|
||
3189,$X\wedge 1$
|
||
3190,$1-F(x)=1-p$
|
||
3191,$F^{(-2)}\int_0^p F^{-1}$
|
||
3192,$P=\rho_{g}(X)$
|
||
3193,"$\rho(X)=\langle \zeta, X \rangle$"
|
||
3194,$H_k((X)\le H_k(Y)$
|
||
3195,$\rho(Y)$
|
||
3196,$G:\mathbb{R}^n\to\mathcal{X}$
|
||
3197,$\phi(p')\ge\phi(p)$
|
||
3198,"$\rho^*(\mu)\ge \sup_{a\in\mathbb{R}} \{ \langle \mu,X+a \rangle - \rho(X+a) \} = \sup_{a\in\mathbb{R}} \{ a\mu(\Omega) -a+ \langle \mu,X \rangle - \rho(X) \}$"
|
||
3199,$\mathscr{P}=\{ \mathsf{Q} \mid \mathsf{Q} \ll \mathsf{P} \}$
|
||
3200,$\exists$
|
||
3201,"$1,2$"
|
||
3202,$q_Z(U)\in\mathscr{P}$
|
||
3203,$\hat\rho(X_1)\le\hat\rho(X_2)$
|
||
3204,$A_0$
|
||
3205,$T_i\in\mathscr{S}(X)$
|
||
3206,$L^1$
|
||
3207,"$X\wedge a=\min(X,a)$"
|
||
3208,$x+\tau$
|
||
3209,$GF(\bar x)$
|
||
3210,$\mathsf{E}(X-k)_+$
|
||
3211,$1-\tilde p=g(1-p)$
|
||
3212,$S(x)$
|
||
3213,$\mathsf{E}(W|X\ge a)$
|
||
3214,"$50 of the amount allowed on each claim in the classes under subs. (3) to (6), except for claims of the federal government under subs. (3) and (3c), shall be deducted from the claim and included in the class under sub. (8). Claims may not be cumulated by assignment to avoid application of the $"
|
||
3215,$P_i/x_i$
|
||
3216,$0.085$
|
||
3217,$\mathsf{E}(Z\mid X)=Z$
|
||
3218,"$\{(1-\alpha)^{-1}1_A\mid \mathsf{Pr}(A)=1-\alpha, X(\omega)\ge a,\ \forall \omega\in A \}$"
|
||
3219,$\epsilon(t-\mathsf{E}_q(X_2))$
|
||
3220,"$X, Y$"
|
||
3221,$B\subset E$
|
||
3222,$p'>p$
|
||
3223,$\pi(X)$
|
||
3224,$\sigma=0.3$
|
||
3225,$n^2$
|
||
3226,$c+\mathsf{E}(X-c)_+ = E(X-c)_- + \mathsf{E}(X)$
|
||
3227,$\iota a + \mathsf{E}_Q(X-a)^+$
|
||
3228,$c_x/c_{\text{Nov 1}}-1$
|
||
3229,$g(s)\ge s$
|
||
3230,$g'(1)=0$
|
||
3231,$f(\lambda) = \mathbf{Tm}(\lambda)-\mathbf{r}$
|
||
3232,${}^nS^{-1}(t) = \displaystyle\int_0^t {}^{n-1}S^{-1}(p)dp$
|
||
3233,$10 million I **must care at least as much** about a loss of $
|
||
3234,$Z_k$
|
||
3235,$\mathsf{VaR}_p>2000$
|
||
3236,$Q=100$
|
||
3237,$0.25/0.75$
|
||
3238,$\delta_{p}$
|
||
3239,$\mathsf{E}(X_i g'S)$
|
||
3240,$1+c\zeta-c\mathsf{E}\zeta$
|
||
3241,$a\mapsto \sum_i a_iX_i$
|
||
3242,$1 \times 10^9$
|
||
3243,$X\circ T(\omega)=X(T(\omega))$
|
||
3244,$B_\cdot$
|
||
3245,$\lambda\in\mathbb R^+$
|
||
3246,$\tpx^{(\tau)}$
|
||
3247,$\bar A_{x+b} - \bar P_{x+b}\bar a_{x+b}=0$
|
||
3248,$t_2<0.5$
|
||
3249,$g(S)$
|
||
3250,$\mathsf{E}_g(X\wedge a)$
|
||
3251,$\sum \rho_k$
|
||
3252,$0 \le f(X) \le X$
|
||
3253,$\mathbf{X}$
|
||
3254,$\rho_\phi(X)=\displaystyle\int_0^1 q(p)\phi(p)dp$
|
||
3255,$\rho(X)=\log\mathsf{E}(\exp(\alpha X))/\alpha$
|
||
3256,$s = s_l (1 - s) + s_u s$
|
||
3257,$=\mathsf{E}(X-c)+=\int_c^\infty S(x)dx=\int_0^\infty (x-c)f(x)dx$
|
||
3258,$1-p=S(x)$
|
||
3259,$\rho(X) = \mathsf{E}(X)$
|
||
3260,$\rho(X)\le\liminf\rho(X_n)$
|
||
3261,$N=2^{256}=10^{77}$
|
||
3262,"$p\in [1,\infty)$"
|
||
3263,$\sigma\in L_\infty$
|
||
3264,$a_i=a_{i+1}=\dots=a_{i+l}$
|
||
3265,"$G=P,Q,R,S$"
|
||
3266,"$=\mathsf{E}(X\wedge c)=\mathsf{E}(\min(X,c))=$"
|
||
3267,"$\rho(X) = \max(\mathsf{E}_{\mathsf{Q}_1}(X), \mathsf{E}_{\mathsf{Q}_2}(X))$"
|
||
3268,$1 = m(a)+\nu F(a) = (S(a) + \delta F(a)) + \nu F(a)$
|
||
3269,$\rho(X) = \rho(\mathsf{E}[X | A]1_A + E[X | A^c] 1_{A^c})$
|
||
3270,$\lambda=0.421$
|
||
3271,$dp=dF(x)$
|
||
3272,$\zeta:=1/(1-\alpha)1_A$
|
||
3273,$\mathsf{E}(W\mid X\ge 100) = 99/4=19.8$
|
||
3274,$\int_\Omega \zeta=1$
|
||
3275,"$\mathsf{cov}(X_1, g'(S(X(t)))$"
|
||
3276,$\mathsf{Pr}(X(\mathbf{x})>a) = S(\mathbf{x}; a)=S(a)$
|
||
3277,$F^{(2)}(x)$
|
||
3278,$\mathscr{O}(\zeta)\subset\mathcal{A}$
|
||
3279,$1/(1-p)$
|
||
3280,$S(x)=e^{-\mu x}$
|
||
3281,$E(G)= f + E(G') = 1$
|
||
3282,"$(\nodespc/2, -\nodespc/2%)$"
|
||
3283,$\Delta\tilde p$
|
||
3284,$\log(ROL) = a + b\cdot ln(EL)$
|
||
3285,$α_1 < α_2$
|
||
3286,"$(fun3a.south -| fun4a.south east)+(\smlspc,-\smlspc)$"
|
||
3287,$\rho_t(X) \le \mathsf E[\rho_{t+1}(X)\mid \mathcal F_t]$
|
||
3288,$g(0)=0$
|
||
3289,$\int xg'(S(x))f(x)dx$
|
||
3290,$=1-g(s)$
|
||
3291,$E(X_i \mid X=x)f_X(x)$
|
||
3292,$\mathsf{E}_\mathsf{Q}(X_i)$
|
||
3293,$K = (B)^{a} = g^{ba}$
|
||
3294,$\phi(p)=g'(1-p)$
|
||
3295,$v^{(\mathrm{time\ to\ payout})}\rho(\mathrm{risk now})$
|
||
3296,$/$
|
||
3297,$E_Q$
|
||
3298,$x_0$
|
||
3299,$\mathsf{E}[X|A]= n^{-1}\sum_T X\circ T$
|
||
3300,$\bar B\setminus B$
|
||
3301,$X_i=X_i\sum_i \partial C/\partial x_i + \partial N/\partial x_i$
|
||
3302,"$\mathsf{TVaR}_p(Y)\in R_{Y:X,r_X}$"
|
||
3303,$\rho(X)=\mathsf{E}(XZ)$
|
||
3304,"$\mathsf{E}(\min(X,a))=\mathsf{E}(X\wedge a)$"
|
||
3305,$R_i$
|
||
3306,$\delta(p)=1-\nu(p)$
|
||
3307,$\bar F'(x) = F(x)$
|
||
3308,$d=iv=1-v$
|
||
3309,$X=h(Z)$
|
||
3310,$F^{(-2)}(p)$
|
||
3311,"$cos(0)*sin(90)*(1,1)$"
|
||
3312,$f_i$
|
||
3313,$\rho(X)\ge \rho(Y)$
|
||
3314,$1/4$
|
||
3315,$\rho>1$
|
||
3316,$a = \sum_i a_i$
|
||
3317,$\nabla \zeta$
|
||
3318,"$(Bob)+(0,-3.25)$"
|
||
3319,$\displaystyle\int_0^a xf(x)dx \not= \displaystyle\int_0^a S(x)dx$
|
||
3320,$\mathcal X$
|
||
3321,$t_i$
|
||
3322,$\nu_p=(1+\rho_p)^{-1}$
|
||
3323,$P(x)=g(S(x))$
|
||
3324,"$\beta(X) = \int\check g(S_X(x))\,dx$"
|
||
3325,$\rho(Y)\le\rho(0)=0$
|
||
3326,$g(S(x))=1-\tilde p$
|
||
3327,"$\min(X, a)=X\wedge a$"
|
||
3328,"$\alpha,\beta$"
|
||
3329,$\rho(-X) \ge -\rho(X)$
|
||
3330,$a/x$
|
||
3331,"$a \in_{R} \{2,\dots,p-2\}$"
|
||
3332,$\sum f_i$
|
||
3333,$C_1(t) > C_1(t)$
|
||
3334,$s =$
|
||
3335,$\mathsf{E}_Q(X_iY_i)=\mathsf{E}_Q(X_i\partial Y/\partial X_i)$
|
||
3336,$\rho_m(X) = \mathsf{E}(X) + (\rho_m(X) - \mathsf{E}(X))$
|
||
3337,$\text{Var}(G)=c$
|
||
3338,$t<0.25$
|
||
3339,$\mathscr{P}$
|
||
3340,$p-1$
|
||
3341,$h_\epsilon\to h$
|
||
3342,$p=F$
|
||
3343,$G = C + \sum N_i$
|
||
3344,"$\mathcal{M}_{X,c}=\mathcal{M}$"
|
||
3345,$\delta F(a)$
|
||
3346,$p-p\nu_p = p\delta_p$
|
||
3347,$c=\lambda$
|
||
3348,$X\in L_p$
|
||
3349,$PQ = P/Q$
|
||
3350,"$f: [0,1]\to [0,1]$"
|
||
3351,$X_i(a)$
|
||
3352,$23.81 / 34.05 = 70$
|
||
3353,$\displaystyle\int_0^1 q(p)dp$
|
||
3354,$E_g[Y] = \int g(S_Y(t))dt$
|
||
3355,$1-s$
|
||
3356,$\mathsf{E}[g(-Y)]\ge 0$
|
||
3357,$\beta_i(t)$
|
||
3358,$st$
|
||
3359,$f_i(X)$
|
||
3360,$Z_1=q_Z(F_X(X))$
|
||
3361,$a(\mathbf{x}) =\mathsf{TVaR}_p(X(\mathbf{x}))$
|
||
3362,$A = fX + Y$
|
||
3363,$\rho(L) = F^{-1}(1-g{-1}(1-p)) dp > \mathsf{E}(L)$
|
||
3364,$\delta^2 p + \nu^2 q-(p-\nu)^2=p(1-p)$
|
||
3365,"$(x,y)\mapsto (x,y)$"
|
||
3366,$9 = 2^3 + 1 = 2^{(2^1 + 1)} + 1$
|
||
3367,$\rho(X) = \mathsf{E}(X) + c\mathsf{E}(X-\mathsf{E}(X))_+$
|
||
3368,$n = 1$
|
||
3369,$=\mathsf{E}(X_i \mid X=q(\alpha))$
|
||
3370,$\lfloor pN\rfloor$
|
||
3371,$\iota(a)$
|
||
3372,$\rho(Y) = \rho(Y-X + X) \le \rho(Y-X) + \rho(X)$
|
||
3373,$A=g^a$
|
||
3374,$<\alpha$
|
||
3375,$\lambda(p=1)=0$
|
||
3376,$\tilde \rho(X)=\inf\{ \alpha \mid X+\alpha \in\mathcal{A} \}$
|
||
3377,$\mathcal{G}$
|
||
3378,$X_t=X-t\bar X \le X$
|
||
3379,$X_k=X_0+k$
|
||
3380,$Y=Y(\mathbf{X})$
|
||
3381,$X^{\oplus n} -\mathsf E[X] \succeq_2 X^{\oplus n-1}$
|
||
3382,$\mathbf{Tm} = \mathbf{r}$
|
||
3383,$t<T_x$
|
||
3384,"$\mathcal A_t\supseteq \mathcal A_{t,t+1} + \mathcal A_{t+1}\iff \rho_t(-\rho_{t+1}) \ge \rho_t$"
|
||
3385,$\mathsf{E}_g(X_i(a))$
|
||
3386,$\phi(s) = \displaystyle\int_0^s \dfrac{\delta_p(dt)}{1-t} = \begin{cases} 1/(1-p) & s\ge p \\ 0 & s < p \end{cases}$
|
||
3387,$A_0\mid N \sim X_0^{\oplus N}$
|
||
3388,$\nu(0.5)=1/(1+\iota^*)$
|
||
3389,$\rho(c)\ge c$
|
||
3390,$m(x) = S(x) + \delta F(x) = 1\times S(x) + \delta F(x)$
|
||
3391,$\mathsf{E}[X | X > q(p)] \ge q(p)$
|
||
3392,$Z=AX + (1-A)Y$
|
||
3393,$c=q(\alpha)=VaR_\alpha(X)$
|
||
3394,$L_i$
|
||
3395,"$u_1,u_2$"
|
||
3396,$F^{-1}$
|
||
3397,"$X\wedge \alpha(X):=\text{min}(X, \alpha(X))$"
|
||
3398,$\mathcal F_1=\sigma(X)$
|
||
3399,$X_i = F(e_i)$
|
||
3400,$t_1 > t_2$
|
||
3401,"$\mathsf{cov}(N, Z_0)<0$"
|
||
3402,$N=20$
|
||
3403,$X\le Y$
|
||
3404,$^{***}$
|
||
3405,$0.5 < t_1 < t_2$
|
||
3406,$-1_{B_l}$
|
||
3407,$\nu(p)-l(p)= \nu^*\sqrt{(1-p)/p}$
|
||
3408,$g(S(X))$
|
||
3409,$u^{(4)}<0$
|
||
3410,$\preceq_k$
|
||
3411,$E(X^k)\le E(Y^k)$
|
||
3412,$g(0.x_1x_2x_3...) = 0.x_2x_4\dots$
|
||
3413,$\lim_{\gamma\to\infty} \rho_\gamma$
|
||
3414,$a=(1-f)^2/\nu^2=(1-f)^2/c$
|
||
3415,$g(s) = d + sv$
|
||
3416,$x_1=q(p)$
|
||
3417,$\mathsf{E}(\Pi)$
|
||
3418,$\rho(X)=E_\mathsf{Q}(X)$
|
||
3419,$\dfrac{q(\epsilon)}{1+\epsilon}$
|
||
3420,$\| Y \|_{\sigma_2} \le c \| Y \|_{\sigma_1}$
|
||
3421,$g(s)=s^\alpha$
|
||
3422,$dx\to 0$
|
||
3423,$\int^x H(s)ds \ge 0$
|
||
3424,$m\in \mathbb R$
|
||
3425,$u^{iv}<0$
|
||
3426,$G'$
|
||
3427,$S(\mathbf{x}; a)$
|
||
3428,$LR = L/P$
|
||
3429,$\rho F$
|
||
3430,$a=q_X(0.99)$
|
||
3431,${}^nS(t) = \displaystyle\int_t^\infty {}^{n-1}S(u)du$
|
||
3432,$\rho(X) = \rho(Y)$
|
||
3433,$p\approx 0.01$
|
||
3434,$\square \phi_i$
|
||
3435,$u=a$
|
||
3436,$t=1$
|
||
3437,$\mu_t$
|
||
3438,$h$
|
||
3439,$2^1\rightarrow 3^1-1=2 \rightarrow 1 \rightarrow 0$
|
||
3440,$\lambda_t=\lambda$
|
||
3441,$N=2$
|
||
3442,"$D_i(X_1,\dots,X_n; a)$"
|
||
3443,$\hat\rho(A_k) = \hat\rho(A_0) + k \rho(N)$
|
||
3444,$\|Y\|_{\sigma}=\int_0^\infty \tau_\sigma(F_{|Y|}(y))dy$
|
||
3445,$t-dt$
|
||
3446,$0\le X_n\le 1$
|
||
3447,$g^{ak} = (g^a)^k$
|
||
3448,$X\le Y\implies f_t(X)\le f_t(Y)$
|
||
3449,$(1-t)X_1 + tX_2$
|
||
3450,$-1_{A^c}$
|
||
3451,$M_G(\zeta) = (1-\theta\zeta)^{-a}$
|
||
3452,$l(p) = v(1-\sqrt{(1-p)/p})$
|
||
3453,$dN(a)=d(a-\mathsf{E}(X\wedge a)$
|
||
3454,$A(c)=c$
|
||
3455,$\mathsf{E}(X_i \mid X\le a)$
|
||
3456,$f(x)dx$
|
||
3457,$\tilde \rho_t = \rho_t(-\tilde\rho_{t+1})$
|
||
3458,$\partial f(x_0)$
|
||
3459,"$t\in[0.12, 0.25]$"
|
||
3460,$q_{\mathbf{x}}=F_{\mathbf{x}}^{-1}$
|
||
3461,$C_2(0)\approx \mathsf{E}[X_2]$
|
||
3462,$A - \mathsf E[A] = A_0 + (\mathsf E[X]N - \mathsf E[A])$
|
||
3463,$\lambda_i$
|
||
3464,$\rho(X) \ge \rho(Y)$
|
||
3465,$i= \alpha/(1-\alpha)$
|
||
3466,$dF=-dS$
|
||
3467,$\iota(p)=\delta(p)/\nu(p)$
|
||
3468,$\rho(X+Y)\ge$
|
||
3469,$s=1-p$
|
||
3470,$\delta(p)=\iota(p)/(1+\iota(p))=1-\iota(p)$
|
||
3471,$t>0$
|
||
3472,$q(p)=F^{-1}(p)$
|
||
3473,$F(x)=1-e^{-\mu x}$
|
||
3474,$> r$
|
||
3475,$B(b)<0$
|
||
3476,$t_1<t_2<0.5$
|
||
3477,$1-g(S(x))$
|
||
3478,$g(t-dt)=g(t)-g'(t)dt$
|
||
3479,"$(anch.west |- lee.north)+(-0.125,0.25)$"
|
||
3480,$\tilde p > p$
|
||
3481,$B(p)=1$
|
||
3482,$X(t)=X$
|
||
3483,$\mathsf{E}_Q(Y)$
|
||
3484,$s_f$
|
||
3485,$>2$
|
||
3486,$A_k$
|
||
3487,$g'(S(x))f(x)dx$
|
||
3488,$q_\alpha$
|
||
3489,$2^{10}$
|
||
3490,$1/\mu$
|
||
3491,$a=\sum_i a_i$
|
||
3492,$(\mathsf{E}(X_i)-\mathsf{E}(X_i(a))/\mathsf{E}(X_i)$
|
||
3493,$\rho(X+Y)\ge\rho(X)+l(Y)$
|
||
3494,$V(a) = 1_{X > a}$
|
||
3495,$f_t(X+m)=f_t(X)+m$
|
||
3496,$\mathbb{P}$
|
||
3497,$x^\\alpha$
|
||
3498,$\rho(\tilde X)=34/9$
|
||
3499,$g(s)-s$
|
||
3500,$\mathscr{P}=\{\mathsf{Q} \mid d\mathsf{Q}/d\mathsf{P} \le 1/(1-p) \}$
|
||
3501,$0<t<1$
|
||
3502,$\rho(A_k) \ge k\mathsf{E}[N]$
|
||
3503,$\nu-l$
|
||
3504,$tt$
|
||
3505,$1000$
|
||
3506,$\max$
|
||
3507,"$x\in[0,1]$"
|
||
3508,$\ge 0$
|
||
3509,$x=y^4$
|
||
3510,${}^\blacksquare$
|
||
3511,$E_Q(X \mid \mathcal{G})$
|
||
3512,$=V=P+r(P+S)-rS-L=eL+\rho S$
|
||
3513,$\bar P(a)=\bar S(a) + \bar\delta\bar F(a)$
|
||
3514,$q(U)$
|
||
3515,$t\le 0.5$
|
||
3516,"${3*(4-3)}*(1,0.5)$"
|
||
3517,$s_s$
|
||
3518,$\hat\beta$
|
||
3519,$5.186592 \times 10^{19}$
|
||
3520,$P(a) = E_g(X\wedge a) =$
|
||
3521,$\mathsf{Q}\in\mathscr{P}$
|
||
3522,$\hat p > p$
|
||
3523,$\text{E}(G)=1$
|
||
3524,$R_1(0)=\bar P^a_1(0)$
|
||
3525,$()_+$
|
||
3526,"$\langle \nabla\zeta, N \rangle + \langle \zeta, \nabla N \rangle$"
|
||
3527,$L_a$
|
||
3528,"$\mathcal{A}=\{\mu\in \mathscr{P} \mid \langle \mu,X \rangle \le \rho(X) \ \forall X\in\mathcal{X}\}$"
|
||
3529,$\nu < p$
|
||
3530,$x:3x:9x$
|
||
3531,$x=\lambda y + (1-\lambda)z$
|
||
3532,$p(1-\nu_p)$
|
||
3533,$x_i\mapsto x_i f_i(x_i)$
|
||
3534,${}^nS_X(t)\le {}^nS_Y(t)$
|
||
3535,$\bar\iota>0$
|
||
3536,$\tilde X=X\wedge a$
|
||
3537,$id\times\pi$
|
||
3538,$Y_i$
|
||
3539,$\mathsf{E}(X)=\int_0^\infty xf(x)dx$
|
||
3540,$E_2 = 0$
|
||
3541,$Y=-X$
|
||
3542,$\rho(X)=\mathsf{E}(Xg'(S(X)))=\mathsf{E}_Q(X)$
|
||
3543,$a\le \rho(X)\le b$
|
||
3544,$L_\sigma=F_L^{-1}(\tau_\sigma^{-1}(U))$
|
||
3545,$\delta^*$
|
||
3546,$(1-s) - (1-g(s)) = g(s)-s$
|
||
3547,$=q-\epsilon\mathsf{E}_q(X_2)$
|
||
3548,"$(I_1,\dots,I_n)$"
|
||
3549,$0.5 < t < 1$
|
||
3550,$P(a)$
|
||
3551,$(-2N\log(1-p))^{1/2}=22.49$
|
||
3552,$X^n$
|
||
3553,$\mathbf{n}$
|
||
3554,$\phi'(s)=f(s)/(1-s)\ge 0$
|
||
3555,$q(1)=\infty$
|
||
3556,"$y,z\in X$"
|
||
3557,$(1-\nu_p-il_p)/(\nu_p-l_p)=\rho_{1/2}$
|
||
3558,$p_i$
|
||
3559,$g'(t)=\phi(1-t)\ge 0$
|
||
3560,$a-EL$
|
||
3561,$\ge$
|
||
3562,$k_i$
|
||
3563,"$(1-t,t)$"
|
||
3564,$P(x) = g(S(x))$
|
||
3565,$t=-\log(s)$
|
||
3566,$q_\zeta$
|
||
3567,$\mathsf{MON}'$
|
||
3568,$S(x)+R(x)$
|
||
3569,$S_Z$
|
||
3570,$M_i(t)=C_i(t)$
|
||
3571,$T_s$
|
||
3572,"$M(X_1, a_1)+M(X_2, a_2)=M(X_1+X_2, a_1+a_2)$"
|
||
3573,$\mathsf{PH}$
|
||
3574,$B(p)$
|
||
3575,$\sigma=1.333$
|
||
3576,$. Therefore $
|
||
3577,$\mathsf{E}(X-x)_+$
|
||
3578,"$c\in[0,1/2]$"
|
||
3579,$\dfrac{d}{da}$
|
||
3580,$q(0)$
|
||
3581,$g\in\nabla\rho(X)$
|
||
3582,$(\delta_p - il_p)/(\nu_p-l_p)$
|
||
3583,$=\mathsf{E}(X_i(a))$
|
||
3584,$\mathsf{E}(X ; B)$
|
||
3585,$\delta = g(s)g(t)-g(st)$
|
||
3586,$\rho(\lambda X)=\lambda \rho(X)$
|
||
3587,$\zeta=1+c(1-\mathsf{Pr}(Z>\mathsf{E} Z)$
|
||
3588,"$(x, S(x))$"
|
||
3589,$k+1$
|
||
3590,$E(G-E(G))^3 = 2a\theta^3$
|