ExposureCurveGamma: Exposure Curve from a Gamma severity distribution

In NetSimR: Actuarial Functions for Non-Life Insurance Modelling

Exposure Curve from a Gamma severity distribution

Description

Gives the share of the expected claim cost of a Gamma severity distribution that falls below the amount x (the capped mean divided by the mean), as used to exposure rate a layer.

Usage

ExposureCurveGamma(x, shape, rate)

Arguments

x	A non-negative real number - the claim amount where the exposure curve will be evaluated.
shape	A positive real number - the shape parameter of the Claim Severity's Gamma distribution.
rate	A positive real number - the rate parameter of the Claim Severity's Gamma distribution.

Value

The value of the Exposure curve at x with Claim Severity from a Gamma distribution with parameters shape and rate. The arguments are recycled to a common length. A non-numeric argument, a negative x or a non-positive shape or rate is an error; NA values give NA.

See Also

Other exposure curve functions: ExposureCurveLNorm(), ExposureCurvePareto(), ExposureCurveSlicedGammaPareto(), ExposureCurveSlicedLNormPareto()

Examples

ExposureCurveGamma(700,1,0.0005)
ExposureCurveGamma(1000,1.5,0.0006)

NetSimR documentation built on Sept. 30, 2026, 5:13 p.m.