X is a mixture of an exponential distribution with mean 50 and weight 40%, and a single-parameter Pareto distribution with a = 3 and 8. It is known that VaR, 9(X) - 141.5751 Calculate TVaRos(X). 185 191 198 D 203 206

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X is a mixture of an exponential distribution with rmean 50 and weight 40%, and a single-parameter Pareto distribution with a = 3 and 0. I.
is known that VaR.us (X)
= 141.5751.
Calculate TVaRo.a5 (X).
A
185
В
191
198
D
203
E
206
Transcribed Image Text:X is a mixture of an exponential distribution with rmean 50 and weight 40%, and a single-parameter Pareto distribution with a = 3 and 0. I. is known that VaR.us (X) = 141.5751. Calculate TVaRo.a5 (X). A 185 В 191 198 D 203 E 206
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