Revision as of 01:37, 17 March 2024 by Admin
Jun 02'22
Exercise
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