An actuary considers fitting a sample of 200 claims to one of the following models: Gamma distribution with a log-likelihood function of -100. Generalized Pareto distribution with a log- likelihood function of In(L). Using the Schwarz Bayesian Criterion, calculate In(L) such that the actuary is indifferent between the two models. An actuary considers fitting a sample of 200 claims to one of the following models: 1. Gamma distribution with a log-likelihood function of -100. 2. Generalized Pareto distribution with a log-likelihood function of In (L). Using the Schwarz Bayesian Criterion, calculate In(Z) such that the actuary is indifferent between the two models. A -107.9 B -102.6 C -100.0 D -97.4 E -92.1