View source: R/SlicecdGammaPareto.R
SlicedGammaParetoCappedMean | R Documentation |
Sliced Gamma Pareto capped mean
SlicedGammaParetoCappedMean(cap, GShape, GRate, SlicePoint, PShape)
cap |
A positive real number - the claim severity cap. |
GShape |
A positive real number - the shape parameter of the attritional Claim Severity's Gamma distribution. |
GRate |
A positive real number - the rate parameter of the attritional Claim Severity's Gamma distribution. |
SlicePoint |
A positive real number - the slice point and the scale parameter of the tail Claim Severity's Pareto distribution. |
PShape |
A positive real number - the shape parameter of the tail Claim Severity's Pareto distribution. |
The mean of the claim severity capped at cap
with an attritional claim Gamma distribution with parameters GShape
and GRate
and a large claim Pareto distribution with parameters SlicePoint
and PShape
.
SlicedGammaParetoCappedMean(3000,1,0.0005,1000,1.2)
SlicedGammaParetoCappedMean(1000,1.1,0.0006,2000,1.6)
SlicedGammaParetoCappedMean(2000,1.2,0.0004,3000,1.4)
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