请教一下为什么是这个公式？

问题如下：

Peter the municipal bond analyst observes that in recent years there have occurred only about 6 U.S. municipal defaults per year. If he makes the highly simplifying assumption that 6 defaults per year is the average in a Poisson process (distribution), what is the probability that the next municipal default will occur within one month?

选项：

A.

8.42%

B.

17%

C.

39.35%

D.

60.65%

解释：

λ = 6 defaults/12 month = 0.5 defaults per month.

P = 1 – exp(-0.5) = 39.35%