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S479 F09 Quiz 4 Solutions

# S479 F09 Quiz 4 Solutions - Stat 479 Fall 2009 Quiz 4...

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Unformatted text preview: Stat 479 Fall 2009 Quiz 4 October 1, 2009 1. Under a zero-modiﬁed geometric distribution, Va1‘(N) = 88. If ng = 1/5, calculate [3. Vane-ma.) @ffO mMﬂ aim WW‘MMj M r: O ““ Pv>gllm:(%p>zlﬂpr§£mmn ﬂ%éf0+mﬂm+gj g (I M 0W) +06% ’ m “‘53 g; 36 j, ‘W +30 + t/ps 2: (2%) w 2"" 4-” : figioigiv» 24% w 0 w w i: g .5; 61 Losses are distributed as a Pareto with 01 =2 and 0. If losses are subject to an ordinary deductible of 20,000, the expected value per payment is 30,000. If tosses are subject to a franchise deductible of 20,000, calculate the expected vaiue per loss. £05 I“ Paymmﬁa 2- Ekg/XM) "“ W69: am W A w Waudgeea / ’7 K mac—WM. WWWAWMA‘. unmmwumﬂw'wﬂﬂ r t§ ’0, % -£3 ...
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S479 F09 Quiz 4 Solutions - Stat 479 Fall 2009 Quiz 4...

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