ExposureCurveLNorm: Exposure Curve from a LogNormal severity distribution

In NetSimR: Actuarial Functions for Non-Life Insurance Modelling

Exposure Curve from a LogNormal severity distribution

Description

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

Usage

ExposureCurveLNorm(x, mu, sigma)

Arguments

x	A non-negative real number - the claim amount where the exposure curve will be evaluated.
mu	A real number - the first parameter of the Claim Severity's LogNormal distribution.
sigma	A positive real number - the second parameter of the Claim Severity's LogNormal distribution.

Value

The value of the Exposure curve at x with Claim Severity from a LogNormal distribution with parameters mu and sigma. An infinite x gives 1. The arguments are recycled to a common length. A non-numeric argument, a negative x or a non-positive sigma is an error; NA values give NA.

See Also

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

Examples

ExposureCurveLNorm(2000,6,1.5)
ExposureCurveLNorm(1000,5,1.6)

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