Value at Risk and Tail Value at Risk

Free SOA Exam FAM (Fundamentals of Actuarial Mathematics) lesson in Severity, Frequency, and Aggregate Models. 12 min read, ~1,750 words.

VaR:, the -th quantile. TVaR (continuous):. TVaR (discrete):. Exponential shortcut: TVaR = VaR + (memoryless property). TVaR VaR always; heavy tails widen the gap.

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