Thread: SOA #87
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Old 12-21-2018, 01:15 PM
daaaave daaaave is offline
David Revelle
Join Date: Feb 2006
Posts: 3,103

Whenever X is a continuous loss variable,

In their expression, they are finding Pr[X>20] by doing 1 - Pr[X<=20] as the integral for P[X<=20] is easier than the integral for Pr[X>20].

Yes, you could use the survival function. I think it will take longer.

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