- #1

DotKite

- 81

- 1

## Homework Statement

Let X and Y be random losses with joint density function

f(x,y) = e^-(x + y) for x > 0 and y > 0 and 0 elsewhere

An insurance policy is written to reimburse X + Y:

Calculate the probability that the reimbursement is less than 1.

## Homework Equations

Have not learned independence for jointly cont r.v's yet

## The Attempt at a Solution

p(X + Y < 1) = p(Y < 1 - X) = ##\int_{0}^{\infty}\int_{0}^{1-x} e^{-(x+y)} dydx##

When I go through solving this double integral I get the following

##-e^{-x} - xe^{-1}## evaluated from 0 to ∞.

However as x → ∞ the above function diverges. Maybe I calculated the integral wrong, I have done it over and over, and cannot seem to find where it could be wrong.