Coefficient of skewness of the insurer

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The annual aggregate claim amount from a risk has a compound Poisson distribution with parameter 10. Individual risks are uniformly distributed on (0, 2000). The insurer of this risk has effected excess of loss reinsurance with retention limit 1,600.

Calculate the mean, variance and coefficient of skewness of the insurer's and reinsurer's aggregate claims under this reinsurance arrangement.

Reference no: EM133119645

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