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Thread: need help with a compound Poisson distribution

  1. #1
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    Lightbulb need help with a compound Poisson distribution

    Assume that number of claims has a Poisson distribution with λ = 12
    and individual claim amounts are Uniform(0,1).
    Approximate P(S < 10) using the Normal approximation

    and the second part use the translated gamma approximation

  2. #2
    Actuary.com - Posting Master
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    Quote Originally Posted by nirvana3141 View Post
    Assume that number of claims has a Poisson distribution with λ = 12
    and individual claim amounts are Uniform(0,1).
    Approximate P(S < 10) using the Normal approximation

    and the second part use the translated gamma approximation
    Show some work? What does E(S) = ? , V(S) = ?

  3. #3
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    hi,
    I wonder if this would be the answer for the first part:
    N~Poi(12) and X~U(0,1) so : E(S)=6 and V(S)=4 hence:
    p(s<10)=p(z<2)=.97725
    Cheers !

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