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ABy Admin
Jun 01'22

Exercise

The claim frequency [math]N[/math] has the following properties:

  • The claim frequency has a geometric distribution
  • The probability that [math]N=1[/math] given that [math]N\gt0[/math] equals 0.3

Determine the variance of the claim frequency given that [math]N\gt0[/math].

  1. 0.4671
  2. 1.19
  3. 3.1477
  4. 3.477
  5. 7.77
ABy Admin
Jun 01'22

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