Question: In the compound model for aggregate claims, let the frequency random variable have the Poisson distribution with mean 5. Moreover, let the common distribution of

In the compound model for aggregate claims, let the frequency random variable have the Poisson distribution with mean 5. Moreover, let the common distribution of the i.i.d. severity random variables be the two-parameter Pareto with parameters and and Let be independent of . Define the aggregate loss as What Let is the variance of ? {X;; j = 1,2,...} S= -Cl {X;; be independent of . Define the aggregate loss as image text in transcribed

What is the variance of image text in transcribed ?

{X;; j = 1,2,...} S= -Cl {X;; j = 1,2,...} S= -Cl

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