Calculate limited expected value.

Free CAS MAS-I (Modern Actuarial Statistics I) lesson in Probability Models. 11 min read, ~1,642 words.

Limited expected value:, the expected loss after capping at limit. Survival form (easiest for parametric): for non-negative. Layer formula: expected payment in layer equals; stop-loss. Loss elimination ratio:. Exponential:. Pareto ( ):.

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