Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Neighborhood Insurance sells fire insurance policies to local homeowners. The premium is $170, the probability of a fire is 0.1%, and in the event of

image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
Neighborhood Insurance sells fire insurance policies to local homeowners. The premium is $170, the probability of a fire is 0.1%, and in the event of a fire, the insured damages (the payout on the policy) will be $160,000. a. Make a table of the two possible payouts on each policy with the probability of each. Answer is complete and correct. Outcome outcome A: No Fire Fire! $ 170 $ (159,830) Payout b. Suppose you own the entire firm, and the company issues only one policy. What are the expected value, variance and standard deviation of your profit? Expected Return $ 10 Answer is complete and correct. Variance Standard Deviation 25574400 5057 c. Now suppose your company issues two policies. The risk of fire is independent across the two policies. Make a table of the three possible payouts along with their associated probabilities. (Round your "Probability" answers to 4 decimal places.) Answer is complete but not entirely correct. Outcome: No Fire 340 99.8001 Outcome: One Fire (159,660) 10.0000 Outcome: Two Fires $ (319,660) 0.0000 Payout Probability % % % d. What are the expected value, variance and standard deviation of your profit? Answer is complete but not entirely correct. Expected Marion Variance Standard Return Deviation $ (180) 25651155 5065 e. Compare your answers to (b) and (d). Did risk pooling increase or decrease the variance of your profit? Answer is complete and correct. increased the total variance of profit. Risk pooling f. Continue to assume the company has issued two policies, but now assume you take on a partner, so that you each own one-half of the firm. Make a table of your share of the possible payouts the company may have to make on the two policies. along with their associated probabilities. (Round your "Probability" answers to 4 decimal places.) Outcome: No Fire Outcome: One Fire Outcome: Two Fires Payout Probability g. What are the expected value and variance of your profit? & Answer is complete but not entirely correct. Variance Expected Return (180) Standard Deviation 5065 % 25651155

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

International Trade Finance

Authors: Tarsem Bhogal, Arun Trivedi

2nd Edition

303024542X, 9783030245429

More Books

Students also viewed these Finance questions

Question

=+ (b) Show that 10(1)- . Pn(x) 2 + - 9(x) 12 log 2

Answered: 1 week ago