exercise:6268d0f2e2: Difference between revisions
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*<math>\operatorname{P}(L \leq b) =0.8</math> | *<math>\operatorname{P}(L \leq b) =0.8</math> | ||
Determine the variance of the | Determine the variance of the payment when a limit of <math>b</math> is applied. | ||
<ul class="mw-excansopts"> | <ul class="mw-excansopts"> | ||
Latest revision as of 09:19, 3 July 2024
For a constant [math]b = 400[/math], you are given the following about a loss [math]L[/math]:
- [math]\operatorname{E}[L^2 \cdot 1_{L \leq b} ] = 3[/math]
- [math]\operatorname{E}[L \cdot 1_{L \leq b} ] = 2[/math]
- [math]\operatorname{P}(L \leq b) =0.8[/math]
Determine the variance of the payment when a limit of [math]b[/math] is applied.
- 25,276
- 25,279
- 25,603
- 32,003
- 32,103