For quota share reinsurance, each claim and therefore its aggregate are retained in the same proportion. For aggregate stop loss reinsurance, the insurer pays the aggregate up to the retention, and the reinsurer pays the excess. Thus the insurer's payouts areThe subscript $+$ denotes the positive part. The stop loss contract here applies to the annual aggregate, rather than separately to each claim.

Write $m_X=\mathbb{E}{X}_1$ and $v_X=\mathrm{Var}(X_1)$. For the random sum of independent claims, conditioning on $N$ givesThe law of total expectation and the law of total variance therefore give the aggregate momentsThe first term in the variance measures variation of the individual claims at a fixed count; the second measures variation of the count itself. These formulas require the indicated moments to be finite.

For the moment-generating function, independent random variables givewhere $G_N(z)=\mathbb{E}[z^N]$ is the probability generating function. This identity holds wherever the expectations are finite; in particular a moment-generating function need not exist for positive $t$ for an arbitrary positive claim distribution. The empty sum for $N=0$ is zero.

A real Lie group is a finite-dimensional real smooth manifold with a group structure whose multiplication and inversion are smooth. Its tangent space at the identity element $e$ is the vector space $\mathfrak{g}=T_{e}G$ of velocities of smooth curves through $e$. For the general linear group ${\mathrm{GL}}_n(\mathbb{R})$ it identifies with $M_n(\mathbb{R})$. The matrix exponential and local matrix logarithm areThe exponential is globally defined, and each matrix $\exp X$ is invertible with inverse $\exp (-X)$. The logarithm here is a local map near $I$; it is not a globally defined inverse on every real invertible matrix. The differential of $\exp$ at zero is the identity, and the two power series are inverse locally.

For a general $G$, the assumed Exponential map of a Lie group with $d{\exp }_0=I$ has a smooth local inverse by the inverse function theorem, giving a local exponential chart. Define the Lie bracket from local group commutators byFor small $s,t$ the group commutator lies in that chart. More explicitly, the map $F(u,v)=\log (\exp u\exp v\exp (-u)\exp (-v))$ is smooth and has $F(u,0)=F(0,v)=0$. Its mixed second differential at $(0,0)$ is a bilinear map of $X,Y$, proving bilinearity. Swapping the two group elements inverts the commutator, and $\log (g^{-1})=-\log g$ near $e$. Thus $F(v,u)=-F(u,v)$ and $[Y,X]=-[X,Y]$. In the matrix group, expansion to the mixed term $st$ gives the familiar commutator $XY-YX$.

For $g\in G$, let $c_g(h)=gh{g}^{-1}$ and define the Adjoint representation of a Lie group by ${\mathrm{Ad}}_g=d(c_g{)}_e\in \mathrm{GL}(\mathfrak{g})$. It is smooth and satisfies ${\mathrm{Ad}}_{gh}={\mathrm{Ad}}_g{\mathrm{Ad}}_h$. Its derived representation is $\mathrm{ad}=d(\mathrm{Ad}{)}_e:\mathfrak{g}\to \mathrm{End}(\mathfrak{g})$. Naturality of the Exponential map of a Lie group under conjugation givesAt $t=0$, the derivative of the logarithm of the commutator is ${\mathrm{Ad}}_{\exp (sX)}Y-Y$: the derivative of multiplication at $(e,e)$ adds tangent vectors, and $d{\log }_e=I$. Differentiate in $s$ to concludeTo prove the Jacobi identity without assuming it in the bracket construction, first establish that the differential of a Lie group homomorphism preserves Lie brackets. For a homomorphism $f:G\to H$, the allowed exponential identity gives ${\log }_H(f({\exp }_{G}u))=d{f}_e(u)$ locally. Apply this identity to the group commutator and take the mixed derivative to obtain $d{f}_e([X,Y])=[d{f}_{e}X,d{f}_{e}Y]$. In particular $f=\mathrm{Ad}:G\to \mathrm{GL}(\mathfrak{g})$ givesApplying both sides to $Z$ yields $[[X,Y],Z]=[X,[Y,Z]]-[Y,[X,Z]]$. Rearranging with antisymmetry provesNeither injectivity of $\mathrm{ad}$ nor the existence of a global logarithm was used.

Finally let $H$ be a normal Lie subgroup of $G$, with its corresponding Lie algebra $\mathfrak{h}\subseteq \mathfrak{g}$. For each $g\in G$, conjugation restricts to $H$, so its differential preserves $\mathfrak{h}$: ${\mathrm{Ad}}_g\mathfrak{h}=\mathfrak{h}$. Differentiate along $g=\exp (tX)$ to get $[X,Y]=\mathrm{ad}(X)Y\in \mathfrak{h}$ for every $X\in \mathfrak{g}$ and $Y\in \mathfrak{h}$. Thus the Lie algebra of a normal Lie subgroup is an ideal of a Lie algebra. The assertion concerns a subgroup carrying the corresponding Lie-subgroup structure, for example any closed subgroup; no arbitrary abstract subgroup is being assigned a tangent space.

Work over $\mathbb{C}$. Decompose $V$ as the direct sum of the generalized eigenspaces $V_{\lambda }$ of $X$. Define $X_s$ to be $\lambda I$ on $V_{\lambda }$ and set $X_n=X-X_s$. Then $X_s$ is a diagonalisable endomorphism, $X_n$ is a nilpotent endomorphism, and they commute. For uniqueness, any commuting decomposition $X=S+N$ has $S$ and $N$ commuting with $X$, hence preserving each $V_{\lambda }$. Decompose $V_{\lambda }$ further into eigenspaces of $S$. On a nonzero such space with eigenvalue $\sigma$, the operator $X=\sigma I+N$ has only the eigenvalue $\sigma$, so $\sigma =\lambda$. Since $S$ is diagonalizable, $S=\lambda I$ throughout $V_{\lambda }$. Thus $S=X_s$ and $N=X_n$. This is the Additive Jordan decomposition.

The Chinese remainder theorem for the pairwise coprime polynomials $(t-\lambda {)}^{r_{\lambda }}$ also gives a polynomial $p$ with $p(t)\equiv \lambda (\mathrm{mod}(t-\lambda {)}^{r_{\lambda }})$, where $r_{\lambda }$ is the largest Jordan block size. Consequently $X_s=p(X)$ and $X_n=X-p(X)$. This polynomial description shows that both parts preserve every $X$-invariant subspace.

On $\mathrm{Hom}(V_{\lambda },V_{\mu })$ the operator $\mathrm{ad}{X}_s$ is the scalar $\mu -\lambda$, so it is diagonalizable. The nilpotence of commutation by a nilpotent endomorphism makes $\mathrm{ad}{X}_n$ nilpotent. They commute, since $[\mathrm{ad}{X}_s,\mathrm{ad}{X}_n]=\mathrm{ad}[X_s,X_n]=0$. Uniqueness of the Additive Jordan decomposition therefore gives the adjoint compatibility of additive Jordan decomposition:Now let $\mathfrak{g}\subseteq \mathfrak{gl}(V)$ be a complex semisimple Lie algebra and $X\in \mathfrak{g}$. Since the semisimple part of $\mathrm{ad}X$ is a polynomial in $\mathrm{ad}X$, it preserves $\mathfrak{g}$. Thus $[X_s,\mathfrak{g}]\subseteq \mathfrak{g}$. By the Weyl complete reducibility theorem, the Adjoint representation of $\mathfrak{g}$ on $\mathrm{End}(V)$ has a decomposition $\mathrm{End}(V)=\mathfrak{g}\oplus M$ into invariant subspaces. Write $X_s=y+z$ with $y\in \mathfrak{g}$ and $z\in M$. For $a\in \mathfrak{g}$, the vector $[z,a]=[X_s,a]-[y,a]$ lies in $\mathfrak{g}$, and invariance of $M$ puts it in $M$ as well. Hence $[z,a]=0$.

Decompose $V={⨁}_j{U}_j$ into Irreducible Lie algebra representations. Each $U_j$ is preserved by $X_s=p(X)$ and by $y$, hence by $z$. The Schur lemma makes $z{|}_{U_j}=c_{j}I$. A semisimple Lie algebra is a perfect Lie algebra, so every representing element of $\mathfrak{g}$ has zero trace on every $U_j$. Also $\mathrm{tr}(X_s{|}_{U_j})=\mathrm{tr}(X{|}_{U_j})$, because $X_n$ is nilpotent there. It follows that $c_j\dim U_j=\mathrm{tr}(z{|}_{U_j})=0$. In characteristic zero, $c_j=0$, so $z=0$. Therefore $X_s\in \mathfrak{g}$ and $X_n=X-X_s\in \mathfrak{g}$. This proves that semisimple matrix Lie algebras are closed under additive Jordan decomposition, including representations with repeated isomorphic irreducible summands.

For an affine variety, every coherent ideal sheaf is quasi-coherent; vanishing of quasi-coherent cohomology on an affine scheme therefore gives $H^1(X,\mathcal{I})=0$.

For the projective-space complement, assume $n\ge 1$ and choose two distinct closed points $P,Q\in X$. Take the ideal sheaf of two closed points $\mathcal{I}={\mathfrak{m}}_P\cap {\mathfrak{m}}_Q$ on $X$. The codimension-two extension of regular functions on a normal variety givesOne can see this directly: on every standard affine chart of ${\mathbb{P}}^n$, a rational function written in lowest terms cannot have a nonconstant denominator, because an irreducible polynomial factor of the denominator would define a pole along a codimension-one hypersurface, and such a hypersurface is not removed by $Z$. The extended function is constant because every global regular function on projective space is constant. Now the short exact sequencesends $k$ diagonally into $k^2$ on global sections. Its cokernel is $k$, and the long exact sequence in sheaf cohomology injects that cokernel into $H^1(X,\mathcal{I})$. ThusThe assumption $n\ge 1$ is necessary: ${\mathbb{P}}^0$ is already affine and has no such example.

The opening change-of-rings tensor quotient sends $m{\otimes }_{R}n$ to $m{\otimes }_{A}n$. The target pairing is bilinear and $R$-balanced because $\theta (r)m{\otimes }_{A}n=m{\otimes }_A\theta (r)n$. On the source, let $A$ act through the first factor; commutativity makes that action compatible with the $R$-balancing relations, and the map is $A$-linear. It is surjective: the target is the quotient imposing the additional relations $am{\otimes }_{R}n=m{\otimes }_{R}an$ for every $a\in A$. The construction commutes with module homomorphisms in both variables.

The pullback-direct-image adjunction unit is obtained locally by pulling a section $h\in \mathcal{H}(V)$ to ${\varphi }^{-1}V$ and sending it to $1\otimes h$ in ${\varphi }^{\ast }\mathcal{H}({\varphi }^{-1}V)$. These maps respect restrictions and the ${\mathcal{O}}_Y$-actions, hence defineFor $\mathcal{H}={\mathcal{O}}_Y$, multiplication identifies ${\varphi }^{\ast }{\mathcal{O}}_Y$ with ${\mathcal{O}}_X$, and ${\eta }_{{\mathcal{O}}_Y}$ is precisely the structure morphism ${\varphi }^{\#}:{\mathcal{O}}_Y\to {\varphi }_{\ast }{\mathcal{O}}_X$.

To construct the direct-image tensor comparison, on $V\subseteq Y$ send $s\otimes t$, with $s\in \mathcal{F}({\varphi }^{-1}V)$ and $t\in \mathcal{G}({\varphi }^{-1}V)$, to its tensor section of $\mathcal{F}{\otimes }_{{\mathcal{O}}_X}\mathcal{G}$. This pairing is ${\mathcal{O}}_Y(V)$-balanced through ${\varphi }^{\#}$ and is compatible with restrictions. The universal property of the tensor product of modules and sheafification therefore giveApply this with $\mathcal{G}={\varphi }^{\ast }\mathcal{H}$ after tensoring the unit ${\eta }_{\mathcal{H}}$ with ${\varphi }_{\ast }\mathcal{F}$. The composite is the map in the projection formula for sheaves. If $\mathcal{H}{|}_V\cong {\mathcal{O}}_V^r$, then ${\varphi }^{\ast }\mathcal{H}{|}_{{\varphi }^{-1}V}\cong {\mathcal{O}}_{{\varphi }^{-1}V}^r$, and the composite identifies withthe identity on the $r$ components. Thus it is an isomorphism for a locally free sheaf of finite rank. Neither $\mathcal{F}$ nor $\mathcal{G}$ was assumed quasi-coherent.

The Frankl-Wilson theorem. Let $p$ be a prime number, let $L\subseteq {\mathbb{F}}_p$ have $s$ elements, and let $\mathcal{F}\subseteq \mathcal{P}([n])$. Suppose that $|A|\mathrm{mod}p\notin L$ for every $A\in \mathcal{F}$, whereas $|A\cap B|\mathrm{mod}p\in L$ for all distinct members. Thenwith terms beyond $n$ understood as zero.

Work over the finite field ${\mathbb{F}}_p$. For each member define its intersection polynomialReplace every positive power $x_i^d$ by $x_i$ to obtain a multilinear polynomial ${\tilde{f}}_A$ of polynomial degree at most $s$. This Boolean multilinearization preserves its values at every characteristic vector of a set. At the characteristic vector of a set $B$,It is zero if $A\ne B$ and nonzero if $A=B$. Evaluating a proposed linear relation at each $1_B$ therefore establishes linear independence of the ${\tilde{f}}_A$. The vector space of multilinear polynomials of polynomial degree at most $s$ has the basis of monomials ${\prod }_{i\in T}{x}_i$, $|T|\le s$, of size ${\sum }_{j=0}^s\left(\genfrac{}{}{0ex}{}{n}{j}\right)$. This proves the Frankl-Wilson theorem by the polynomial method in combinatorics. The empty product for $s=0$ is $1$, and the argument still applies.

The constant-intersection family bound, directly. Write $\mathcal{F}=\{F_1,\dots ,F_q\}$ and assume $n\ge 1$. The cases $q\le 1$ are immediate. If $\lambda =0$, the nonempty members are pairwise disjoint and there can also be the empty set, givingFor $\lambda >0$, every member has size at least $\lambda$. If every member has size strictly greater than $\lambda$, form the real matrix $X$ whose rows are their characteristic vectors of sets. Its Gram matrix satisfiesFor any nonzero real vector $z$,Thus the rows are linearly independent and $q\le n$. If a member $F_1$ has size $\lambda$, it lies inside every other member. The sets $F_i\setminus F_1$, $i>1$, are nonempty and pairwise disjoint, so $q-1\le n-\lambda$. This also givesThese bounds are sharp: the singletons together with $\varnothing$ attain $n+1$ at $\lambda =0$, while all complements of singletons attain $n$ at $\lambda =n-2>0$ when $n\ge 3$.

The constant t-wise intersection dichotomy. In its substantive form the last argument requires $m\ge t$. The printed statement does not explicitly impose this. Without it the $t$-fold condition can be vacuous and the claimed dichotomy is false: take $t=3$, $m=2$, $n=1$, $A_1=\varnothing$, $A_2=\{1\}$ and $\lambda =1$. There is no $3$-tuple to test, no common $1$-set, and $k=0$, so $m=2>k+t-2=1$. We therefore prove the intended assertion for $m\ge t$ and record this necessary qualification.

If $\lambda =0$, the first alternative always holds with $S=\varnothing$. Suppose $\lambda >0$. Choose $t-2$ indices attaining the minimum intersection size $k$, and writeFor each of the $q=m-t+2\ge 2$ remaining indices put $B_j=K\cap A_j$. The hypothesis gives $|B_j\cap B_{\ell }|=\lambda$ for distinct remaining indices. This reduces the constant t-wise intersection dichotomy to a constant-intersection family bound on the $k$-element set $K$. The two possibilities are treated below.