View source: R/SlicecdGammaPareto.R
SlicedGammaParetoMean | R Documentation |
Sliced Gamma Pareto mean
SlicedGammaParetoMean(GShape, GRate, SlicePoint, PShape)
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 with an attritional claim Gamma distribution with parameters GShape
and GRate
and a large claim Pareto distribution with parameters SlicePoint
and PShape
.
SlicedGammaParetoMean(1,0.0005,1000,1.2)
SlicedGammaParetoMean(1.1,0.0006,2000,1.6)
SlicedGammaParetoMean(1.2,0.0004,3000,1.4)
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