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l. A random sample of losses is . T. am. No information is available about losses of El] or [as Losses are assumed to follow

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l. A random sample of losses is . T. am. No information is available about losses of El] or [as Losses are assumed to follow an exponential distribution wilh mean 3. i) Calculate the maximum likelihood estimation of the at level 99% and its asymptotic variance. ii) Calculate Ihe maximum likelihood estimation of the tail Wheat-Risk at level 99% and its asymptotic variance

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