View source: R/SlicecdGammaPareto.R
ExposureCurveSlicedGammaPareto | R Documentation |
Exposure Curve from a Sliced Gamma Pareto severity distribution
ExposureCurveSlicedGammaPareto(x, GShape, GRate, SlicePoint, PShape)
x |
A positive real number - the claim amount where the exposure curve will be evaluated. |
GShape |
A positive real number - the shape parameter of the Claim Severity's Gamma distribution. |
GRate |
A positive real number - the rate parameter of the Claim Severity's Gamma distribution. |
SlicePoint |
A positive real number - the slice point and the scale parameter of the Claim Severity's Pareto distribution. |
PShape |
A positive real number - the shape parameter of the Claim Severity's Pareto distribution. |
The value of the Exposure curve at x
with an attritional claim Gamma distribution with parameters GShape
and GRate
and a large claim Pareto distribution with parameters SlicePoint
and PShape
.
ExposureCurveSlicedGammaPareto(3000,1,0.0005,1000,1.2)
ExposureCurveSlicedGammaPareto(1000,1.1,0.0006,2000,1.6)
ExposureCurveSlicedGammaPareto(2000,1.2,0.0004,3000,1.4)
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