exercise:A412453a8a: Difference between revisions
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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>. | ||
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<li>1/2</li> | <li>1/2</li> | ||
<li>3/4</li> | <li>3/4</li> | ||
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<li>4/3</li> | <li>4/3</li> | ||
<li>5/3</li> | <li>5/3</li> | ||
</ | </ul> | ||
Revision as of 01:37, 17 March 2024
You are given the following about a risk:
- Claim frequency and claim severity are independent
- Monthly claim frequency is Poisson distributed
- Claim severity 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