SOA Exam SRM Sample Question 75
Study guide: Exam SRM
Determine which of the following statements about the Tweedie distribution with 1 < p < 2 is NOT true.
- A) Its variance is
\phi\mu^p. - B) The probability mass at zero is
e^{-\lambda}. - C) It is a member of the linear exponential family.
- D) The Poisson distribution is a special case of this Tweedie distribution.
- E) This Tweedie distribution is a Poisson sum of gamma random variables.
Answer this question and see the worked solution