PRMIA Related Exams
8010 Exam
A risk analyst attempting to model the tail of a loss distribution using EVT divides the available dataset into blocks of data, and picks the maximum of each block as a data point to consider.
Which approach is the risk analyst using?
Which of the following is the best description of the spread premium puzzle:
Which of the following is not a parameter to be determined by the risk manager that affects the level of economic credit capital: