View source: R/SlicecdGammaPareto.R
dSlicedGammaPareto | R Documentation |
The probability density function (pdf) of a Sliced Gamma Pareto severity distribution
dSlicedGammaPareto(x, GShape, GRate, SlicePoint, PShape)
x |
A positive real number - the claim amount where the probability density function (pdf) will be evaluated. |
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 value of the probability density function (pdf) at x
with an attritional claim Gamma distribution with parameters GShape
and GRate
and a large claim Pareto distribution with parameters SlicePoint
and PShape
.
dSlicedGammaPareto(3000,1,0.0005,1000,1.2)
dSlicedGammaPareto(1000,1.1,0.0006,2000,1.6)
dSlicedGammaPareto(2000,1.2,0.0004,3000,1.4)
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