Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Dec. 20, 2021

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Tue Dec 07 20:07:10 +0000 2021

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Nassim Nicholas Taleb @nntaleb

@NahanniFinanci1 @Sharpe_Actuary Yes, and it depends how you define x (since no matter how you define it, it will be gamma but with a different parametrization). — PolitiTweet.org

Posted Dec. 7, 2021

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Nassim Nicholas Taleb @nntaleb

@daniel_corcos @yaneerbaryam Of course there is. — PolitiTweet.org

Posted Dec. 7, 2021

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Nassim Nicholas Taleb @nntaleb

@daniel_corcos From what is seems, each exposure can be taken additively, see below the gamma distribution additivity. So it does not matter for the shape of the distribution, just the parametrization. — PolitiTweet.org

Posted Dec. 7, 2021