Mathematics, 08.02.2021 22:00 Amyjoe23
The loss random variable X has an exponential distribution with mean 1 and an ordinary deductible is applied to all losses. The variance of the cost per payment random variable (excess loss random variable) is 25,600. The variance of the cost per loss random variable is 20,480. Find the amount of the deductible d:
Answers: 1
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The loss random variable X has an exponential distribution with mean 1 and an ordinary deductible is...
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