First loss curve
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Description
Experience Level: Expert
i want an actuarial distribution in excel to show severity of an event against a total event exposure. This is for insurance pricing and is known as a first loss curve. for example if the total exposure is 1,000,000 and the cost is 10,000, then how much is the 500,000 xs 0 worth and how much is the 500,000 xs 500,000 worth? i would like a scale that fits 100,000 tranches. this suits an actuary.
Steven A.
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14 May 2024
United Kingdom
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Hello Steven. Is this job still active? I am not an actuary, but I can use Excel and I am doing a postgraduate certificate in mathematics, so I should be able to figure out how to make the graph if you can discuss with me a little bit more about what it needs to illustrate.
Best wishes,
John
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