Simulate_Losses: Simulate Losses with a Collective Model
In Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution
View source: R/CollectiveModelMethods.R
Simulate_Losses R Documentation
Simulate Losses with a Collective Model
Description
Simulates losses with a collective model
Usage
Simulate_Losses(CollectiveModel, nyears = 1)
Arguments
CollectiveModel
A collective model object. Currently only PPP_Models are handled.
nyears
Integer. Number of simulated years.
Value
A matrix where row k contains the simulated losses of the kth simulated year.
Examples
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 April 18, 2023, 9:10 a.m.
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View source: R/CollectiveModelMethods.R
| Simulate_Losses | R Documentation |
Simulate Losses with a Collective Model
Description
Simulates losses with a collective model
Usage
Simulate_Losses(CollectiveModel, nyears = 1)
Arguments
CollectiveModel |
A collective model object. Currently only |
nyears |
Integer. Number of simulated years. |
Value
A matrix where row k contains the simulated losses of the kth simulated year.
Examples
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.
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