試題詳解

230. Under a liability insurance policy, losses are uniformly distributed on [0, b], where b is a positive constant. There is a deductible of b/2.

Calculate the ratio of the variance of the claim payment (greater than or equal to zero) from a given loss to the variance of the loss.
(A) 1:8
(B) 3:16
(C) 1:4
(D) 5:16
(E) 1:2