PPP_Model_Simulate: Simulate Losses with a PPP_Model
In Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution
Description
Usage
Arguments
Value
Examples
Description
Simulates losses of a PPP_Model
Usage
1
Arguments
n
Integer. Number of Simulations.
PPP_Model
PPP_Model object.
Value
A matrix where row k contains the simulated losses of the kth simulation.
Examples
1
2
3
4
PPPM <- PiecewisePareto_Match_Layer_Losses(c(1000, 2000, 3000), c(2000, 1000, 500),
truncation = 10000, truncation_type = "wd")
PPPM
Simulate_Losses(PPPM, 100)
Pareto documentation built on March 3, 2021, 5:07 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
Simulates losses of a PPP_Model
Usage
1 |
Arguments
n |
Integer. Number of Simulations. |
PPP_Model |
PPP_Model object. |
Value
A matrix where row k contains the simulated losses of the kth simulation.
Examples
1 2 3 4 | PPPM <- PiecewisePareto_Match_Layer_Losses(c(1000, 2000, 3000), c(2000, 1000, 500),
truncation = 10000, truncation_type = "wd")
PPPM
Simulate_Losses(PPPM, 100)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.