Skip to main content
. 2023 May 30:1–27. Online ahead of print. doi: 10.1057/s41288-023-00299-5

Table 2.

Unconditional probabilities of cedents’ losses

No loss Loss
xi0=0 xiL=100
Firm 1: x~1 0,9+ϵ1+2ϵ 0,1+ϵ1+2ϵ
Firm 2: x~2 0,99+ϵ1+2ϵ 0,01+ϵ1+2ϵ