pSlicedLNormPareto: The cumulative density function (cdf) of a Sliced LogNormal...

In NetSimR: Actuarial Functions for Non-Life Insurance Modelling

The cumulative density function (cdf) of a Sliced LogNormal Pareto severity distribution

Description

The cumulative density function (cdf) of a Sliced LogNormal Pareto severity distribution

Usage

pSlicedLNormPareto(x, mu, sigma, SlicePoint, shape)

Arguments

x	A positive real number - the claim amount where the cumulative density function (cdf) will be evaluated.
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.

Value

The value of the cumulative density function (cdf) at x with an attritional claim LogNormal distribution with parameters mu and sigma and a large claim Pareto distribution with parameters SlicePoint and shape.

Examples

pSlicedLNormPareto(1200,6,1.5,1000,1.2)
pSlicedLNormPareto(4000,7,1.6,3000,1.4)

NetSimR documentation built on Oct. 25, 2023, 1:08 a.m.