Question: Question 2 (15 marks). Consider the aggregate claims S = _ Xi such that Xi's are i.i.d. with the distribution fx (20) = JP, if

Question 2 (15 marks). Consider the aggregate claims S = _ Xi such that Xi's are i.i.d. with the distribution fx (20) = JP, if x = 1; 1-p, if x = 2. Given A = >, N is a Poisson random variable with the parameter A. A also follows a Poisson distribution with parameter -. N and Xi's are mutually independent. It is known that Var(S) = 19 Find p

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