exercise:A412453a8a: Difference between revisions
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You are given the following about a risk: | You are given the following about a risk: | ||
*Claim frequency and claim | *Claim frequency and claim size are independent | ||
*Monthly claim frequency is Poisson distributed | *Monthly claim frequency is Poisson distributed | ||
*Claim | *Claim size is uniformly distributed. | ||
If <math>S</math> is an annual loss for the risk, determine the maximum of <math>\operatorname{E}[S^2]/\operatorname{E}[S]^2</math>. | If <math>S</math> is an annual loss for the risk, determine the maximum of <math>\operatorname{E}[S^2]/\operatorname{E}[S]^2</math>. | ||
Revision as of 01:30, 15 July 2024
You are given the following about a risk:
- Claim frequency and claim size are independent
- Monthly claim frequency is Poisson distributed
- Claim size is uniformly distributed.
If [math]S[/math] is an annual loss for the risk, determine the maximum of [math]\operatorname{E}[S^2]/\operatorname{E}[S]^2[/math].
- 1/2
- 3/4
- 1
- 4/3
- 5/3