Man pages for Pareto
The Pareto, Piecewise Pareto and Generalized Pareto Distribution

dGenParetoDensity of the generalized Pareto Distribution
dParetoDensity of the Pareto Distribution
dPiecewiseParetoDensity of the Piecewise Pareto Distribution
Example1_APExample data: Attachment Points
Example1_ELExample data: Expected Losses
Excess_FrequencyExpected Frequency in Excess of a Threshold
Excess_Frequency.PGP_ModelExpected Frequency in Excess of a Threshold
Excess_Frequency.PPP_ModelExpected Frequency in Excess of a Threshold
Fit_ReferencesFit a Tailor-Made Collective Model that Satisfies a Wishlist...
GenPareto_Layer_MeanLayer Mean of the generalized Pareto Distribution
GenPareto_Layer_SMSecond Layer Moment of the Generalized Pareto Distribution
GenPareto_Layer_VarLayer Variance of the Generalized Pareto Distribution
GenPareto_ML_Estimator_AlphaMaximum Likelihood Estimation of the Pareto Alphas of a...
is.PGP_ModelCheck if an object is a PGP_Model
is.PPP_ModelCheck if an object is a PPP_Model
is.valid.PGP_ModelCheck if an object is a valid PGP_Model
is.valid.PPP_ModelCheck if an object is a valid PPP_Model
Layer_MeanExpected Loss of a Reinsurance Layer
Layer_Mean.PGP_ModelExpected Loss of a Reinsurance Layer
Layer_Mean.PPP_ModelExpected Loss of a Reinsurance Layer
Layer_SdStandard Deviation of a Reinsurance Layer
Layer_Sd.PGP_ModelStandard Deviation of a Reinsurance Layer
Layer_Sd.PPP_ModelStandard Deviation of a Reinsurance Layer
Layer_VarVariance of a Reinsurance Layer
Layer_Var.PGP_ModelVariance of a Reinsurance Layer
Layer_Var.PPP_ModelVariance of a Reinsurance Layer
Local_Pareto_AlphaLocal Pareto Alpha
Pareto_CDFDistribution Function of the Pareto Distribution
Pareto_ExtrapolationPareto Extrapolation
Pareto_Find_Alpha_btw_FQ_LayerPareto Alpha Between a Frequency and a Layer
Pareto_Find_Alpha_btw_FQsPareto Alpha Between Two Frequencies
Pareto_Find_Alpha_btw_LayersPareto Alpha Between Two Layers
Pareto_Layer_MeanLayer Mean of the Pareto Distribution
Pareto_Layer_SMSecond Layer Moment of the Pareto Distribution
Pareto_Layer_VarLayer Variance of the Pareto Distribution
Pareto_ML_Estimator_AlphaMaximum Likelihood Estimation of the Pareto Alpha
Pareto_PDFDensity of the Pareto Distribution
pGenParetoDistribution Function of the generalized Pareto Distribution
PGP_ModelPGP_Model (Collective Panjer & Generalized Pareto Model)...
PiecewisePareto_CDFDistribution Function of the Piecewise Pareto Distribution
PiecewisePareto_Layer_MeanLayer Mean of the Piecewise Pareto Distribution
PiecewisePareto_Layer_SMSecond Layer Moment of the Piecewise Pareto Distribution
PiecewisePareto_Layer_VarLayer Variance of the Piecewise Pareto Distribution
PiecewisePareto_Match_Layer_LossesMatch a Tower of Expected Layers Losses
PiecewisePareto_ML_Estimator_AlphaMaximum Likelihood Estimation of the Alphas of the Piecewise...
PiecewisePareto_PDFDensity of the Piecewise Pareto Distribution
pParetoDistribution Function of the Pareto Distribution
pPiecewiseParetoDistribution Function of the Piecewise Pareto Distribution
PPP_ModelPPP_Model (Collective Panjer & Piecewise Pareto Model) Object
PPP_Model_Excess_FrequencyExpected Frequency in Excess of a Threshold
PPP_Model_Exp_Layer_LossExpected Loss of a Reinsurance Layer
PPP_Model_Layer_SdStandard Deviation of a Reinsurance Layer
PPP_Model_Layer_VarVariance of a Reinsurance Layer
PPP_Model_SimulateSimulate Losses with a PPP_Model
print.PGP_ModelPrint a PGP_Model Object(Collective Panjer & Generalized...
print.PPP_ModelPrint a PPP_Model Object(Collective Panjer & Piecewise Pareto...
qGenParetoQuantile Function of the generalized Pareto Distribution
qParetoQuantile Function of the Pareto Distribution
qPiecewiseParetoQuantile Function of the Piecewise Pareto Distribution
rGenParetoSimulation of the generalized Pareto Distribution
rParetoSimulation of the Pareto Distribution
rPiecewiseParetoSimulation of the Piecewise Pareto Distribution
Simulate_LossesSimulate Losses with a Collective Model
Simulate_Losses.PGP_ModelSimulate Losses with a PGP_Model
Simulate_Losses.PPP_ModelSimulate Losses with a PPP_Model
Pareto documentation built on Aug. 3, 2020, 9:07 a.m.