ASM 49.7 - 金融分析師

1.A portfolio of independent risks is divided into three classes.

2.Each class contains the same number of risks.

3.For A class Pr(N=1)=1/3
Pr(N=0)=2/3

For B class Pr(N=1)=1/3
Pr(N=0)=2/3

For C class Pr(N=1)=2/3
Pr(N=0)=1/3

A risk is selected at random from the portfolio.
During the first two exposure periods, two claims are observed for this risk
(one in each exposure period).

Determine the Buhlmann credibility estimate of the probability that a claim
will be observed for this same risk during the third exposure period.

Answer:the variance of the hypothetical means =(1/3)(2/3)(1/3)^2

the process variancein each class=(2/3)(1/3)=2/9

I want to know why the answer determine Var(Number), but not Var(P).

Thanks.

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