Pareto_Find_Alpha_btw_Layers | R Documentation |

Finds the Pareto alpha between two layers

```
Pareto_Find_Alpha_btw_Layers(
Cover_1,
AttachmentPoint_1,
ExpLoss_1,
Cover_2,
AttachmentPoint_2,
ExpLoss_2,
max_alpha = 100,
tolerance = 1e-10,
truncation = NULL
)
```

`Cover_1` |
Numeric. Cover of the first layer. |

`AttachmentPoint_1` |
Numeric. Attachment point of the first layer. |

`ExpLoss_1` |
Numeric. Expected loss of the first layer. |

`Cover_2` |
Numeric. Cover of the second layer. |

`AttachmentPoint_2` |
Numeric. Attachment point of the second layer. |

`ExpLoss_2` |
Numeric. Expected loss of the second layer. |

`max_alpha` |
Numeric. Upper limit for the alpha that is returned. |

`tolerance` |
Numeric. Accuracy of the result. |

`truncation` |
Numeric. If |

The Pareto alpha between the layer `Cover_1`

xs `AttachmentPoint_1`

with expected loss `ExpLoss_1`

and the layer `Cover_2`

xs `AttachmentPoint_2`

with expected loss `ExpLoss_2`

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

```
Pareto_Find_Alpha_btw_Layers(100, 100, 100, 200, 200, 50)
Pareto_Find_Alpha_btw_Layers(100, 100, 100, 200, 200, 50, truncation = 500)
```

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