C.3. Bernegger

Question 1

Exposure curve definition and formula using Maximum Possible Loss

Answer 1

Question 2

Portion of expected ground up loss in a layer using an exposure curve based on Maximum Possible Loss

Answer 2

Question 3

Normalized exposure curve formula and first 2 derivatives

Answer 3

Question 4

Conditions for a valid exposure curve on [0,1]

Answer 4

Question 5

Formula for µ

Answer 5

Question 6

Formula for the CDF F(d)

Answer 6

Question 7

Formula for probability of a total loss

Answer 7

Question 8

Rank of 0, 1, µ, and p

Answer 8

Question 9

Valid values for g and b parameters for MBBEFD curve

Answer 9

Question 10

Relation between g parameter and a and b parameters, and relation to p

Answer 10