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On Wed, 13 Jun 2001 11:37:01 +0200, you wrote:
>In rate, is that interest rate?
>
Sorry, no, its the % of time steps I'm engaged (long or short).
>Could you explain the tail volume of the loss distribution a little more?
>
I use the Weibull formula to represent the (nonsymmetrical, tailed)
distribution of losses, where Weibull's alpha gives the probability to
loose more than 63.2 %
mfg rudolf stricker
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