exercise:D7c8a4283f: Difference between revisions
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Losses have a uniform distribution on [0,b]. When a deductible equal to r*b is in effect, the payment variance is 0.75(1-r)<sup>2</sup> times the payment variance without deductible. Determine which interval contains the value of r. | |||
< | <ul class="mw-excansopts"> | ||
<li>[0.55,0.6]</li> | <li>[0.55,0.6]</li> | ||
<li>[0.68,0.73]</li> | <li>[0.68,0.73]</li> | ||
| Line 7: | Line 7: | ||
<li>[0.82,0.85]</li> | <li>[0.82,0.85]</li> | ||
<li>[0.9,0.95]</li> | <li>[0.9,0.95]</li> | ||
</ | </ul> | ||
Latest revision as of 23:37, 3 July 2024
Losses have a uniform distribution on [0,b]. When a deductible equal to r*b is in effect, the payment variance is 0.75(1-r)2 times the payment variance without deductible. Determine which interval contains the value of r.
- [0.55,0.6]
- [0.68,0.73]
- [0.75,0.79]
- [0.82,0.85]
- [0.9,0.95]