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The formula for insurance charge is different than Fisher.AggExcess
Thanks for calling this out. It's a typo, f(r)dr should be f(y)dy. We've updated the wiki to fix this.
Note that dF(y) is equivalent to f(y) dy.
Thank you for the fix!
Comments
Thanks for calling this out. It's a typo, f(r)dr should be f(y)dy. We've updated the wiki to fix this.
Note that dF(y) is equivalent to f(y) dy.
Thank you for the fix!