# Pareto_Find_Alpha_btw_FQs: Pareto Alpha Between Two Frequencies In Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution

 Pareto_Find_Alpha_btw_FQs R Documentation

## Pareto Alpha Between Two Frequencies

### Description

Finds the Pareto alpha between two excess frequencies

### Usage

``````Pareto_Find_Alpha_btw_FQs(
Threshold_1,
Frequency_1,
Threshold_2,
Frequency_2,
max_alpha = 100,
tolerance = 1e-10,
truncation = NULL
)
``````

### Arguments

 `Threshold_1` Numeric. Threshold 1 `Frequency_1` Numeric. Expected frequency in excess of `Threshold_1` `Threshold_2` Numeric. Threshold 2 `Frequency_2` Numeric. Expected frequency in excess of `Threshold_2` `max_alpha` Numeric. Upper limit for the alpha that is returned. `tolerance` Numeric. Accuracy of the result. `truncation` Numeric. If `truncation` is not `NULL` then the Pareto distribution is truncated at `truncation`.

### Value

The Pareto alpha between the expected number of claims `Frequency_1` excess `Threshold_1` and the expected number of claims `Frequency_2` excess `Threshold_2`

### References

Riegel, U. (2018) Matching tower information with piecewise Pareto. European Actuarial Journal 8(2): 437–460

### Examples

``````Pareto_Find_Alpha_btw_FQs(1000, 1, 2000, 0.5)
Pareto_Find_Alpha_btw_FQs(1000, 1, 2000, 0.5, truncation = 5000)

``````

Pareto documentation built on April 18, 2023, 9:10 a.m.