ILFGamma | R Documentation |
Increased Limit Factor Curve from a Gamma severity distribution
ILFGamma(xLow, xHigh, shape, rate)
xLow |
A positive real number - the claim amount where the Increased Limit Factor Curve will be evaluated from. |
xHigh |
A positive real number - the claim amount where the Increased Limit Factor Curve will be evaluated to. |
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. |
The value of the Increased Limit Factor curve from xLow
to xHigh
with Claim Severity from a Gamma distribution with parameters shape
and rate
.
ILFGamma(1000,700,1,0.0005)
ILFGamma(1200,1000,1.5,0.0006)
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