View source: R/SlicecdGammaPareto.R
qSlicedGammaPareto | R Documentation |
The inverse cumulative density function of a Sliced Gamma Pareto severity distribution
qSlicedGammaPareto(q, GShape, GRate, SlicePoint, PShape)
q |
A real number between 0 and 1 - the probability where the inverse cumulative density function 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 inverse cumulative density function at q
with an attritional claim Gamma distribution with parameters GShape
and GRate
and a large claim Pareto distribution with parameters SlicePoint
and PShape
.
qSlicedGammaPareto(0.5,1,0.0005,1000,1.2)
qSlicedGammaPareto(0.2,1.1,0.0006,2000,1.6)
qSlicedGammaPareto(0.8,1.2,0.0004,3000,1.4)
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