155. The total amounts for claims during each unit period in the risk process at discrete time has been modeled by means of a discrete random variable Y with values in the set {0, 1, ..} and it has been assumed that the expectation of this variable is finite. Show that 00 E(Y)= E F(y). - Ë y=0

155. The total amounts for claims during each unit period in the risk process at discrete time has been modeled by means of a discrete random variable Y with values in the set {0, 1, ..} and it has been assumed that the expectation of this variable is finite. Show that 00 E(Y)= E F(y). - Ë y=0

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Description: 155. The total amounts for claims during eachunit period in the risk process at discrete timehas been modeled by means of a discreterandom variable Y with values in the set {0, 1,...} and it has been assumed that theexpectation of this variable is f

MATLAB: An Introduction with Applications

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155. The total amounts for claims during each
unit period in the risk process at discrete time
has been modeled by means of a discrete
random variable Y with values in the set {0, 1,
...} and it has been assumed that the
expectation of this variable is finite. Show that
00
E(Y) = E F(y).
y=0

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