Actuarial Outpost SOA problem 30.12, 10th ed, second print.
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#1
04-11-2011, 10:39 AM
 Bballry1234 Member SOA Join Date: Sep 2010 Location: Your mom's bed Studying for NOTHING! Favorite beer: Does Redbull count? Posts: 761
SOA problem 30.12, 10th ed, second print.

EDIT: I meant ASM problem 30.12

The question wants var(10L). However, given the solution presented, wouldn't it need to say var(10L given K(x)=>10)?
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#2
04-11-2011, 03:15 PM
 Math Member Join Date: Jan 2011 Posts: 292

It assumes that.

but i remember one problem where its not assumed, and K(x) is fair game anything.
#3
04-11-2011, 04:35 PM
 Bballry1234 Member SOA Join Date: Sep 2010 Location: Your mom's bed Studying for NOTHING! Favorite beer: Does Redbull count? Posts: 761

Quote:
 Originally Posted by Math It assumes that. but i remember one problem where its not assumed, and K(x) is fair game anything.
Yea, I tried that one today, and it was really really complicated (and it looked atypical nonetheless), so I didn't worry too much about it
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#4
04-11-2011, 05:17 PM
 Math Member Join Date: Jan 2011 Posts: 292

its actually not bad if you understand conditional variance well

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