homunq

1226 days ago by pub

# profit on a dominant assurance contract K,V = var("K,V") N = 100 sigma, mean = 1/12, 0.5 
       
def G(x): return (1+erf((x-mean)/(sigma*sqrt(2.0))))/2 
       
G(0.2) 
        
0.000159108590157553
0.000159108590157553
def z(V,K): return V*K*binomial(N,floor(K))*(1-G(V))^K*G(V)^(N-K) 
       
z(0.5,40) 
        
0.216877334232760
0.216877334232760
parametric_plot3d([K, V, z], (K,0, 100), (V, 0, 1), plot_points=[101,51], mesh=True)