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Chapter 2 1. 2. %. Model 1 is a uniform distribution from 0 to 100. Determine the table entries for a generalized uniform distribution covering the range from a to b where a < b. Let X be a discrete random variable with probabilit function p!x" # 2!1$%"x for x # 1& 2& %& ' (hat is the probabilit that X is odd) *or a distribution where x + 2& ou are given, -he hazard rate function, h(x) # z2$2x & for x + 2 F(5) # 0../.
0alculate z. /. 4. *X!t" # !t211"$2222 for 1<3<100. 0alculate fX!40". 5ou are given that the random variable X is distributed as a (eibull distribution with parameters 6 # % and 7 # 0.4. 0alculate, a. 8r9X < 4: b. 8r9% < X < 4: !<preadsheet 8roblem" 5ou are given that the random variable X is distributed as a =eometric distribution with parameters > # %. 0alculate, a. 8r9X < 4: b. 8r9% < X < 4: @ (eibull Distribution with parameter 7 # 1 becomes what distribution) @ random variable X has a densit function f!3" # /3!1A32"1%& for 3 + 0. Determine the mode of X.
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Chapter 3 2. Determine the following for a generalized uniform distribution covering the range from a to b where a < d < b, a. B9Xk: b. B9X: c. Car!X" d. e!d" *or the 8areto distribution& determine B9X:& Car!X"& and the coefficient of variation in terms of D and 6.
10.
!<preadsheet" Gf ou roll two fair die& X is the sum of the dice. 0alculate, a. b. c. d. e. f. g. B9X: Car!X" e!/" B9!X1/"A: B9X F 10: -he Mode H20
14.
5ou are given a sample of 2& 2& %& 4& .. *or this empirical distribution& determine, a. -he mean b. -he variance c. -he standard deviation d. -he coefficient of variation e. -he sEewness f. -he Eurtosis g. -he probabilit generating function -he random variable X is distributed e3ponentiall with 6 # 0.2. 0alculate B9e2X:. I Losses follow a 8areto distribution has parameters of D # ? and 6 # 10&000. 0alculate e!4&000"
1;. 1?.
Chapter 4 12. -he distribution function for losses from our renterKs insurance is the following, *!x" # 1 L 0..91000$!1000A3":4 L 0.2912000$!12000A3":% 0alculate, a. B9X: b. Car!X" c. Jse the normal appro3imation to determine the probabilit that the sum of 100 independent claims will not e3ceed 200&000. 20. I X has a Murr distribution with parameters D # 1& N # 2& and 6 # 10000.4. 5 has a 8areto distribution with parameters D # 1 and 6 # 1000. O is a mi3ture of X and 5 with ePual weights on each component. Determine the median of O. -he random variable X is distributed as a 8areto distribution with parameters D and 6. B!X" # 1 and Car!X" # %. -he random variable 5 is ePual to 2X. 0alculate the Car!5". I 0laim severities are modeled using a continuous distribution and inflation impacts claims uniforml at an annual rate of s. (hich of the following are true statements regarding the distribution of claim severities after the effect of inflation) i. @n e3ponential distribution will have a scale parameter of !1As"6. ii. @ 8areto distribution will have scale parameters !1As"D and !1As"6. iii. @n Gnverse =aussian distribution will have a scale parameter of !1As"6. I -he aggregate losses of Biffel @uto Gnsurance are denoted in euro currenc and follow a Lognormal distribution with Q # . and R # 2. =iven that 1 euro # 1.% dollars& determine the lognormal parameters for the distribution of BiffelKs losses in dollars. !<preadsheet" 0alculate S!1.4". -he random variable X is the number of dental claims in a ear and is distributed as a gamma distribution given parameter 6 and with parameter D # 1. 6 is distributed uniforml between 1 and %. 0alculate B!X" and Car!X".
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Chapter 5 /1. Losses are distributed B3ponentiall with 6 # 1000. Losses are subYect to an ordinar deductible of 400. 0alculate, a. f5L! " b. *5L! " c. <5L! " d. B!5L" e. -he loss elimination ratio Losses are distributed B3ponentiall with parameter 6 # 1000. Losses are subYect to an ordinar deductible of 400. 0alculate, a. f58! " b. *58! " c. B!58" Losses are distributed B3ponentiall with 6 # 1000. Losses are subYect to a franchise deductible of 400. 0alculate, a. f5L! " b. *5L! " c. <5L! " d. B!5L" e. -he loss elimination ratio Losses are distributed B3ponentiall with parameter 6 # 1000. Losses are subYect to a franchise deductible of 400. 0alculate, a. f58! " b. *58! " c. B!58"
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Losses are distributed uniforml between 0 and 100&000. @n insurance polic which covers the losses has a 10&000 deductible and an .0&000 upper limit. -he upper limit is applied prior to appl ing the deductible. 0alculate, a. b. c. d. B!5L" B!58" Car!5L" Car!58"
40.
Last ear& losses were distributed B3ponentiall with 6 # 1000. -his ear losses are subYect to 24V inflation. Losses in both ears are subYect to an ordinar deductible of 400& an upper limit of /000& and coinsurance of 20V 0alculate the following for this ear, a. B!5L" b. B!58"
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0alculate the e3pected total pa ment !loss pa ment plus bonus" from the insurance polic to the ph sician per loss.
-he distribution of the length of each sta for an admission follows a =amma distribution with D # 1 and 6 # 4. 0alculate B95: and Car95:. ;%. *or an insurance compan & each loss has a mean of 100 and a variance of 100. -he number of losses follows a 8oisson distribution with a mean of 400. Bach loss and the number of losses are mutuall independent. -he loss ratio for the insurance compan is defined as the ratio of aggregate losses to the total premium collected. -he premium collected is 110V of the e3pected aggregate losses. Jsing the normal appro3imation& calculate the probabilit that the loss ratio will e3ceed 24V. ;/. @n automobile insurer has 1000 cars covered during 200?. -he number of automobile claims for each car follows a negative binomial distribution with > # 1 and N # 1.4. Bach claim is distributed e3ponentiall with a mean of 4000. @ssume that the number of claims and the amount of the loss are independent and identicall distributed. Jsing the normal distribution as an appro3imating distribution of aggregate losses& calculate the probabilit that losses will e3ceed . million.
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Losses can onl occur in multiples of 100. 0alculate the net stop loss premium for stop loss insurance covering losses in e3cess of %24. ;2. I Losses follow a 8oisson frePuenc distribution with a mean of 2 per ear. -he amount of a loss is 1& 2& or % with each having a probabilit of 1$%. Loss amounts are independent of the number of losses and from each other. @n insurance polic covers all losses in a ear subYect to an annual aggregate deductible of 2. 0alculate the e3pected claim pa ments for this insurance polic . ?0. 8urdue Jniversit has decided to provide a new benefit to each class at the universit . Bach class will be provided with group life insurance. <tudents in each class will have 10&000 of coverage while the professor for the class will have 20&000. <-@- /200 has 2? students all age 22 split 12 males and 14 females. -he class also has an aging professor. -he probabilit of death for each is listed below, A.e /en"er Probab#l#ty of 0eath 22 Male .004 22 *emale .00% 42 Male .020 8urdue purchases a <top Loss 8olic such with an aggregate deductible of 20&000. 0alculate the net premium that 8urdue will pa for the stop loss coverage.
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Let T@& T0& and the lengths of sta for all patients be independent. -he doctor charges 200 per hour. Determine the probabilit that the office income on a given da will be less than or ePual to .00. ?/. !<preadsheet" Losses follow a 8areto distribution with D # 1 and 6 # 1000. a. Jsing the Method of [ounding with a span of 100& calculate fj for 0 < j <1000. 0alculate the mean of the discretized distribution. 0ompare this mean to the actual mean. b. Jsing the Method of Local Moment Matching and matching the mean !with E # 1" and a span of 100& calculate fj for 0 < j <1000. 0alculate the mean of the discretized distribution. (h does this mean not ePual the actual mean) Jsing the e3ample that was handed out in class& find f<!;" and f<!?". I 5ou are given, a. < has a compound 8oisson distribution with U # 2^ and b. Gndividual claim amounts 3 are distributed as follows,
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b. Losses are distributed as follows, 2 1 2 % Determine Car!<" ?2. (ith no deductible& the number of pa ments for losses under warrant coverage for an Gphone follows a negative binomial distribution with a mean of 0.24 and a variance of 0.%?4. -he compan imposes a deductible of d such that the number of e3pected pa ments for losses is reduced to 40V of the prior e3pected pa ments. 0alculate the Car !T8" after the imposition of the deductible. .0. I 8rior to the application of an deductible& aggregate claim counts during 2004 followed a 8oisson with U # 1/. <imilarl & individual claim sizes followed a 8areto with D # % and 6 # 1000. @nnual inflation for the claim sizes is 10V. @ll policies in 2004 and 200; are subYect to a 240 ordinar deductible. 0alculate the increase in the number of claims that e3ceed the deductible in 200; when compared to 2004. f'%2& 0./ 0.4 0.1
Gndividual claim amounts have the following distribution, 2 0 10 20 f'%2& 0.? 0.2 0.1
Gndividual claim amounts and counts are independent. <top Loss insurance is purchased with an aggregate deductible of /00V of e3pected claims. 0alculate the net stop loss premium. .2. Losses are modeled assuming that the amount of all losses is /0 and that the number of losses follows a geometric distribution with a mean of /. 0alculate the net stop loss premium for coverage with an aggregate deductible of 100. I @n aggregate claim distribution has the following characteristics, 89< # i: # 1$; for i # 1& 2& %& /& 4& or ;. @ stop loss insurance with a deductible amount of d has an e3pected insurance pa ment of 1.4 Determine d. ./. 8urdue Jniversit has decided to provide a new benefit to each class at the universit . Bach class will be provided with group life insurance. <tudents in each class will have 10&000 of coverage while the professor for the class will have 20&000. <-@- /200 has 2? students all age 22 split 12 males and 14 females. -he class also has an aging professor. -he probabilit of death for each is listed below, A.e /en"er Probab#l#ty of 0eath 22 Male .004 22 *emale .00% 42 Male .020 -he insurance compan providing the coverage charges a premium ePual to the e3pected claims plus one standard deviation. 0alculate the premium.
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-he insurer purchases reinsurance with a retention of 2 on each life. -he reinsurer charges a premium of W ePual to the its e3pected claims plus the standard deviation of its claims. -he insurer charges a premium of = which is ePual to its e3pected retained claims plus the standard deviation of the retained claims plus W 0alculate =. .;. I -wo portfolios of independent insurance policies have the following characteristics, Class 1 2 Class 1 2 !umber #n Class 2000 400 !umber #n Class 2000 400 Portfol#o A Probab#l#ty of Cla#m 0.04 0.10 Portfol#o B Probab#l#ty of Cla#m 0.04 0.10 Cla#m Amount Per Pol#5y 1 2 Cla#m Amount 0#str#but#on 6ean 7ar#an5e 1 1 2 /
-he aggregate claims in the portfolios are denoted b <@ and <M& respectivel . 0alculate Car9<M:$Car9<@:.
0hen collects a premium of 0.14 million at the beginning of the ear. 0hen does not have an e3penses nor does the 0ompan earn interest. 0hen has a surplus ePual to ten times one earKs e3pected claims. 0alculate the probabilit that 0hen is still solvent after 2 ears. .2. Mrown @ssurance 0ompan has a surplus of % at the end of 200;. Bach ear Mrown collects premiums of 4 at the beginning of the calendar ear. During the calendar ear& Mrown earns 10V interest. @t the end of the calendar uear& Mrown pa s an losses incurred. -he distribution of annual losses is 0& 4& and 10 with a probabilit of 0.%& 0.4& and 0.2 respectivel . 0alculate the probabilit of ruin prior to the end of 2002.
0alculate the probabilit of ruin for the life insurance fund within % ears. 21. I 5ou are given, a. Gnitial <urplus is 10. b. @nnual losses are distributed as follows, Annual Losses 0 10 20 %0 Probab#l#ty 0.;0 0.24 0.10 0.04
c. 8remiums paid at the beginning of the ear are ePual to e3pected losses for the ear. d. Gf surplus increases in the ear& a dividend is paid at the end of the ear. -he dividend is ePual to half the increase in surplus. e. -here are no other cash flows. 0alculate the probabilit of ruin during the first two ears. 22. I -he number of maYor hurricanes that hit the island nation of `ustcoast is given b a 8oisson process with 0.100 storms e3pected per ear. `ustcoast establishes a fund that will pa 100 per storm. -he fund charges an annual premium& pa able at the start of each ear& of 10. @t the start of this ear !before the premium is paid"& the fund has ;4. 0laims are paid immediatel when there is a storm. Gf the fund ever runs out of mone & it immediatel ceases to e3ist. -here are no e3penses and the fund does not earn an interest. (hat is the probabilit that the fund is still functioning in 10 ears)
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I 0laim sizes are uniforml distributed over the interval 90& 6:. @ sample of 10 claims& denoted b X1& X2& '&X10 was observed and an estimate of 6 was obtained using,
a # 5 # ma3!X1& X2& '&X10"
[ecall that the probabilit densit function for 5 is, f5! " # 10 2$610 a for 6 #100. 0alculate the mean sPuare error for 24. I 5ou are given two independent estimates of an unEnown Puantit 6, a @" # 1000 and R! a @" # /00 a. Bstimator @, B! a a b. Bstimator M, B! M" # 1200 and R! M" # 200 Bstimator 0 is a weighted average of Bstimator @ and Bstimator M such that,
a 0 # !w" a @ A !11w" aM a 0". Determine the value of w that minimizes R!
Jsing a sample size of n& the population mean is estimated b the sample mean X . -he variance is estimated b ,
! X" S n # Xn
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0alculate the bias of <2 n when n # /. 2?. I *or the random variable X& ou are given, a. B!X" # 6& 6 + 0 b. Car!6" # 62$24 a # EX$!EA1" c. d. M<B6!6" # 29bias 6!6":2 Determine E. 2.. 5ou are given the following sample of claims, X, 12& 1%& 1;& 1;& 22& 2/& 2;& 2;& 2.& %0 -he sum of X is 21% and the sum of X2 is /221. W0 is that Q3 # 1? and W1 is that Q3 + 1?. 0alculate the z statistic& the critical value!s" assuming a significance level of 1V& and the p value. <tate our conclusion with regard to the W pothesis -esting.
Ledbetter Life Gnsurance 0ompan is completing a mortalit stud on a % ear term insurance polic . -he following data is available,
L#fe 1 2 % / 4 ; ? . 2 10 11 12 1% 1/ 14 1; 1? 1. 12 20 0ate of )ntry 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.4 0.4 1.0 1.0 2.0 0ate of )2#t 0.2 0.% 0./ 0.4 0.4 0.4 1.0 %.0 %.0 %.0 %.0 %.0 %.0 %.0 %.0 2.0 1.0 %.0 %.0 2.4 8eason for )2#t Lapse Death Lapse Death Death Lapse Death B3pir of 8olic B3pir of 8olic B3pir of 8olic B3pir of 8olic B3pir of 8olic B3pir of 8olic B3pir of 8olic B3pir of 8olic Lapse Death B3pir of 8olic B3pir of 8olic Death
<chneider -rucEing 0ompan had the following losses during 200;, Amount of Cla#m 0 L 10 10120 201%0 %0 A -otal !umber of Payments . 4 / % 20 1otal Amount of Losses ;0 ?0 110 200 //0
22.
Jsing the data from (ang (arrant 0orporation& calculate, a. p100!3" b. *100!3" c. -he empirical mean d. -he empirical variance e. b!3" where b!3" is the cumulative hazard function from the Telson calen estimate f. d!3" where d!3" is the survival function from the Telson calen estimate 100. Jsing the data from <chneider -rucEing 0ompan & calculate, a. -he ogive& *20!3" b. -he histogram& f20!3" c. B!XF%0" minus B9!X120"A: 101. I 5ou are given, Cla#m S#9e %'& !0&24: !24&40: !40&100: !100&200: !umber of Cla#ms %0 %2 20 .
@ssume a uniform distribution of claim sizes within each interval. Bstimate the mean of the claim size distribution. Bstimate the second raw moment of the claim size distribution. Chapter $$ 102. @ mortalit stud is completed on %0 people. -he following deaths occur during the five ears, % deaths at time 1.0 / deaths at time 2.0 4 deaths at time %.0 . deaths at time %.. 10 deaths at time /.4 -here were no other terminations and no lives entered the stud after the start of the stud . -he data was smoothed using a uniform Eernel with a bandwidth of 1. 0alculate a (x) for all x + 0. and F
a f
(x)
-he data is smoothed using a uniform Eernel with a bandwidth of ;. 0alculate the mean and variance of the smoothed distribution. 10;. 5ou are given the following random sample, 12 14 2? /2
-he data is smoothed using a triangular Eernel with a bandwidth of 12. 0alculate the mean and variance of the smoothed distribution. 10?. 5ou are given the following random sample, 12 14 2? /2
-he data is smoothed using a gamma Eernel with a bandwidth of %. 0alculate the mean and variance of the smoothed distribution.
0alculate the estimate of D in terms of the sample mean using the method of moments. 112. I 5ou are given the following, -he random variable X has the densit function f!x" # f2!6 L x"g$62& 0 < x < 6 @ random sample of two observations of X ields values of 0.40 and 0.?0. Determine 6 using the method of moments.
0alculate the ma3imum liEelihood estimate for D. 112. I 5ou are given, a. Losses follow an e3ponential distribution with mean 6. b. @ random sample of 20 losses is distributed as follows, 8an.e 90&1000: !1000& 2000" !2000&e" (re:uen5y ? ; ?
0alculate the ma3imum liEelihood estimate of 6. 120. I 5ou are given the following, -he random variable X has the densit function f!x" # f2!6 L x"g$62& 0 < x < 6 @ random sample of two observations of X ields values of 0.40 and 0.20. Determine the ma3imum liEelihood estimate for 6. 121. I 5ou are given, a. -en lives are subYect to the survival function <!t" # !11t$E"0.4& 0 < t < E b. -he first two deaths in the sample occured at time t # 10. c. -he stud ends at time t # 10. 0alculate the ma3imum liEelihood estimate of E. 122. I 5ou are given the following, a. -he random variable X follows the e3ponential distribution with parameter 6. b. @ random sample of three observations of X ields values of 0.%0& 0.44& and 0..0 Determine the ma3imum liEelihood estimate of 6.
-he lives in the stud are subYect to an e3ponential survival function with mean of 6. 0alculate the ma3imum liEelihood estimate of 6. 12/. I @ polic has an ordinar deductible of 100 and a polic limit of 1000. 5ou observe the following 10 pa ments, 14 40 1?0 21; /00 ;20 ?40 200 200 200 @n e3ponential distribution is fitted to the ground up distribution function& using the ma3imum liEelihood estimate. Determine the estimated parameter 6. 124. I *our lives are observed from time t # 0 until death. Deaths occur at t # 1& 2& %& and /. -he lives are assumed to follow a (eibull distribution with 7 # 2. Determine the ma3imum liEelihood estimator for 6. 12;. I -he random variable X has a uniform distribution on the interval 90&6:. @ random sample of three observations of X are recorded and grouped as follows, ;nter4al 90&E" 9E&4" 94&6: !umber of <bser4at#ons 1 1 1
0laims are assumed to follow a 8areto distribution with parameters 6 # 140 and D. Determine the ma3imum liEelihood estimate of D. 12.. I -he following claim sizes are e3perienced on an insurance coverages, 100 400 1&000 4&000 10&000
5ou fit a lognormal distribution to this e3perience using ma3imum liEelihood. Determine the resulting estimate of R.
5ou are given the following data from a sample, k 0 1 2 % / 4 Jse this data for the ne3t four problems. 122. @ssuming a Minomial Distribution& estimate m and P using the Method of Moments. 1%0. @ssuming a Minomial Distribution& find the MLB of P given that m # ;. 1%1. !<preadsheet" @ssuming a Minomial Distribution& find the MLB of m and P. 1%2. @ssuming a 8oisson Distribution& appro3imate the 20V confidence interval for the true value of U. nk 20 24 %0 14 . 2
1%.. I -wo lives are observed beginning at time t#0. ]ne dies at time 4 and the other dies at time 2. -he survival function <!t" # 1 L !t$10" is h pothesized. 0alculate the holmogorov1<mirnov statistic. 1%2. I *rom a laborator stud of nine lives& ou are given, a. -he times of death are 1& 2& /& 4& 4& ?& .& 2& 2 b. Gt has been h pothesized that the underl ing distribution is uniform with i # 11. 0alculate the holmogorov1<mirnov statistic for the h pothesis. 1/0. 5ou are given the following data, Cla#m 8an.e 01100 1001200 2001400 40011000 1000A Count %0 24 20 14 10
W0, -he data is from a 8areto distribution. W1, -he data is not from a 8areto distribution. 5our boss has used the data to estimate the parameters as D # / and 6 # 1200. 0alculate the chi1sPuare test statistic. 0alculate the critical value at a 10V significance level. <tate whether ou would reYect the 8areto at a 10V significance level.
W0, -he distribution of the number of accidents is distributed as 8oison with a mean of 0.;24. W1, -he distribution of the number of accidents is not distributed as 8oison with a mean of 0.;24. 0alculate the chi1sPuare statistic. 0alculate the critical value at a 10V significance level. <tate whether ou would reYect the W0 at a 10V significance level. 1/2. I 5ou are given the following random sample of automobile claims, 4/ 1/0 2%0 4;0 ;00 1&100 1&400 1&.00 1&220 2&000 2&/40 2&400 2&4.0 2&210 %&.00 %&.00 %&.10 %&.?0 /&000 /&.00 ?&200 ?&%20 11&?40 12&000 14&000 24&000 %0&000 %2&200 %4&000 44&000 5ou test the h pothesis that automobile claims follow a continuous distribution *!3" with the following percentiles, 2 *!3" 3$0 0.1; 500 0.2? 2=49> 0.44 4=>? 0..1 ?=49> 0.20 $2=930 0.24
5ou group the data using the largest number of groups such that the e3pected number of claims in each group is at least 4. 0alculate the 0hi1<Puare goodness1of1fit statistic.
Chapter $? 1/4. @ random number generated from a uniform distribution on !0& 1" is 0.;. Jsing the inverse transformation method& calculate the simulated value of X assuming, X is distributed 8areto with D # % and 6 # 2000 0.43 0.; 0.43 10.; 0.13 11 0.043 0 < 3 < 1.2 1.2 < 3 < 2./ 2./ < 3 < %.2 10 < 3 < 14 14 < 3 < 20
*!3" #
*!3" #
Jsing the three simulated observations& estimate the mean of the distribution. 1/?. I 5ou are to simulate four observations from a binomial distribution with two trials and probabilit of success of 0.%0. -he following random numbers are generated from the uniform distribution on 90&1:, 0.21 0.21 0.?2 0./.
Determine the number of simulated observations for which the number of successes ePuals zero. 1/.. h le has an automobile insurance polic . -he polic has a deductible of 400 for each claim. h le is responsible for pa ment of the deductible. -he number of claims follows a 8oison distribution with a mean of 2. @utomobile claims are distributed e3ponentiall with a mean of 1000. h le uses simulation to estimate the claims. @ random number is first used to calculate the number of claims. -hen each claim is estimated using random numbers using the inverse transformation method. -he random numbers generated from a uniform distribution on !0& 1" are 0.?& 0.1& 0.4& 0..& 0.%& 0.?& 0.2. 0alculate the simulated amount that h le would have to pa in the first ear.
0alculate the insurerKs simulated claim cost. 140. I @nnual dental claims are modeled as a compound 8oisson process where the number of claims has mean of 2 and the loss amounts have a two1parameter 8areto distribution with 6 # 400 and D # 2. @n insurance pa s .0V of the first ?40 and 100V of annual losses in e3cess of ?40. 5ou simulate the number of claims and loss amounts using the inversion method. -he random number to simulate the number of claims is 0..0. -he random numbers to simulate the amount of claims are 0.;0& 0.24& 0.?0& 0.10& and 0..0. 0alculate the simulated insurance claims for one ear. 141. @ sample of two selected from a uniform distribution over !1&J" produces the following values, % ?
5ou estimate J as the Ma3!X1& X2". Bstimate the Mean <Puare Brror of our estimate of J using the bootstrap method.
5ou estimate the third central moment of X using the estimator, g!X1& X2& X%" # 1$% j!XY 1 X "% Determine the bootstrap estimate of the mean1sPuared error of g.
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0.141/%; Tone provided 41.24 2.%;0.2/ 22.;0 a. /&;40 b. 11&%??&400 c. 0.;4!111000t"1% A 0.2!111000t"1; A 0.1!111000t"12 A 0.04!111000t"112 To @nswer 8rovided 0.2%./ a. Mean # /2..;1 b. Mean # /22..4 0.10;2?. and 0.0;0122 0.141? ?; 1;4 0.14;24 0./0; 0.22/ 22.1; 2.24 4&?2? /;.1% 2.1 12?4 0.24/ 0.%0 0.4/% 0.2??4 0.;24/ !nA."$91.!n11"2: 141.42 1$4 10.2/
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Bmpirical Mean # 10.// and Bmpirical Cariance # 1/./0;/ 100. a. 0.0/3 for 0 < 3 < 10 0.14 A 0.0243 for 10 < 3 < 20 0.24 A 0.023 for 20 < 3 < %0 Jndefined for 3 + %0 b. 0.0/ for 0 < 3 < 10 0.024 for 10 < 3 < 20 0.02 for 20 < 3 < %0 Jndefined for 3 + %0 c. . 101. /?.40 and %24..%%%%%%%%% 102. 2 f%2& 3<0 0 0<3<1 %$;0 1<3<2 ?$;0 2 < 3 < 2.. 2$;0 2.. < 3 < %.0 1?$;0 %.0 < 3 < %.4 1%$;0 %.4 < 3 < / 2%$;0 / < 3 < /.. 1.$;0 /.. < 3 < 4.4 10$;0 4.4 < 3 0
1.. 1../ 1$; 2%/.21 %?. 2 %.002 122;.20 1.4 24 0.44 ; ?0% 2.?%.; ?.4 0.;?2. 1.;/%; m # %0 and P # 0.04?%%%%%%% 0.2.;;? m # 2; and P # 0.0;;14/ !1.40/2;& 1.2%4?/" 0.12;/ !1$%&0.2//?" @ll <tatements are false. 0.24%/& 0.;1& 0annot reYect& 10V #+ [eYect at @2 + 1.2%% 4V #+ [eYect at @2 + 2./22 1V #+ [eYect at @2 + %..4? M 0.4 0.1.1. m2 # 4.4100^ critical value # /.;04^ [eYect W0 m2 # 1..4^ critical value # ?.??2^ [eYect W0 ;.;4.; - # 2.12?^ critical value # /.;04 *alse^ -rue^ -rue