2842概率中等derivationmedium
Compound Poisson with Exponential Severities
题目
Claims arrive according to . Claim sizes are i.i.d. with rate , independent of . Let . Derive the MGF of , and compute and .
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案
E[S]
Var(S)
题目
Claims arrive according to . Claim sizes are i.i.d. with rate , independent of . Let . Derive the MGF of , and compute and .
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案
E[S]
Var(S)