試題詳解

242. Let X denote the loss amount sustained by an insurance company’s policyholder in an auto collision. Let Z denote the portion of X that the insurance company will have to pay. An actuary determines that X and Z are independent with respective density and probability functions

  Calculate the variance of the insurance company’s claim payment ZX.
(A) 13.0
(B) 15.8
(C) 28.8
(D) 35.2
(E) 44.6