This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: The variance of Hewitt’s portfolio of policies is 75,920,000. Determine θ . 2. The Pareto distribution is being discretized using the Method of Moment Matching where the first moment is being matched. The Pareto distribution has parameters of α = 3 and θ = 400 . The span used in this process is 250. Calculate the probability assigned 500....
View
Full Document
 Spring '10
 NA
 Variance, Probability theory, 10%, 5%, Hewitt Health Insurance Company

Click to edit the document details