exercise:A412453a8a: Difference between revisions
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You are given the following | You are given the following: | ||
*Claim frequency and claim size are independent | *Claim frequency and claim size are independent | ||
*Monthly claim frequency is Poisson distributed with mean 3 | *Monthly claim frequency is Poisson distributed with mean 3 | ||
* | *The claim size distribution is uniform on [0,1000] | ||
If <math>S</math> is | If <math>S</math> is the annual loss, determine the variance of <math>S</math> | ||
<ul class="mw-excansopts"> | <ul class="mw-excansopts"> | ||
<li> | <li>8,000,000</li> | ||
<li> | <li>10,500,000</li> | ||
<li> | <li>11,000,000</li> | ||
<li> | <li>12,000,000</li> | ||
<li> | <li>13,000,000</li> | ||
</ul> | </ul> | ||
Latest revision as of 01:28, 23 June 2025
You are given the following:
- Claim frequency and claim size are independent
- Monthly claim frequency is Poisson distributed with mean 3
- The claim size distribution is uniform on [0,1000]
If [math]S[/math] is the annual loss, determine the variance of [math]S[/math]
- 8,000,000
- 10,500,000
- 11,000,000
- 12,000,000
- 13,000,000