View source: R/SlicecdLogNormalPareto.R
SlicedLNormParetoCappedMean | R Documentation |
Sliced LogNormal Pareto capped mean
SlicedLNormParetoCappedMean(cap, mu, sigma, SlicePoint, shape)
cap |
A positive real number - the claim severity cap. |
mu |
A real number - the first parameter of the attritional Claim Severity's LogNormal distribution. |
sigma |
A positive real number - the second parameter of the attritional Claim Severity's LogNormal distribution. |
SlicePoint |
A positive real number - the slice point and the scale parameter of the tail Claim Severity's Pareto distribution. |
shape |
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 LogNormal distribution with parameters mu
and sigma
and a large claim Pareto distribution with parameters SlicePoint
and shape
.
SlicedLNormParetoCappedMean(1200,6,1.5,1000,1.2)
SlicedLNormParetoCappedMean(2500,6.5,1.4,2000,1.6)
SlicedLNormParetoCappedMean(4000,7,1.6,3000,1.4)
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