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Under a liability insurance policy, losses are uniformly distributed on <math>[0, b]</math>, where <math>b</math> is a positive constant. There is a deductible of <math>b/2</math>. | Under a liability insurance policy, losses are uniformly distributed on <math>[0, b]</math>, where <math>b</math> is a positive constant. There is a deductible of <math>b/2</math>. | ||
Calculate the ratio of the variance of the claim payment (greater than or equal to zero) from a given loss to the variance of the loss. | Calculate the ratio of the variance of the claim payment (greater than or equal to zero) from a given loss to the variance of the loss. | ||
<ul class="mw-excansopts"> | <ul class="mw-excansopts"> | ||
<li> | <li>1:8</li> | ||
<li> | <li>3:16</li> | ||
<li> | <li>1:4</li> | ||
<li> | <li>5:16</li> | ||
<li> | <li>1:2</li> | ||
</ul> | </ul> | ||
{{soacopyright | 2023}} | {{soacopyright | 2023}} | ||
Latest revision as of 23:07, 8 May 2023
Under a liability insurance policy, losses are uniformly distributed on [math][0, b][/math], where [math]b[/math] is a positive constant. There is a deductible of [math]b/2[/math]. Calculate the ratio of the variance of the claim payment (greater than or equal to zero) from a given loss to the variance of the loss.
- 1:8
- 3:16
- 1:4
- 5:16
- 1:2
Copyright 2023. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.