Exam MAS-I Practice Question 73
Study guide: Exam MAS-I
Which of the following claim-severity distributions has a moment generating function E\big[e^{tX}\big] that is finite for some t > 0?
- A) Pareto with
\alpha = 4 - B) Lognormal with
\sigma = 0.5 - C) Weibull with
\tau = 0.5 - D) Gamma with
\alpha = 0.5 - E) Single-parameter Pareto with
\alpha = 6
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