solveLund: Solving Lund's exponent
In RcmdrPlugin.RiskDemo: R Commander Plug-in for Risk Demonstration
solveLund R Documentation
Solving Lund's exponent
Description
This function solves Lund's exponent or adjustment coefficient. The claim sizes are assumed to be gamma distributed.
Usage
solveLund(alpha, beta, theta)
Arguments
alpha
shape parameter of gamma distribution
beta
rate parameter of gamma distribution
theta
safety loading
Value
Lundberg's exponent (or adjustment coefficient)
Author(s)
Arto Luoma <arto.luoma@wippies.com>
References
Gray and Pitts (2012) Risk Modelling in General Insurance: From Principles to Practice, Cambridge University Press.
See Also
computeRuin, computeRuinFinite
Examples
solveLund(1,1,0.1)
RcmdrPlugin.RiskDemo documentation built on June 22, 2024, 7:06 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.
| solveLund | R Documentation |
Solving Lund's exponent
Description
This function solves Lund's exponent or adjustment coefficient. The claim sizes are assumed to be gamma distributed.
Usage
solveLund(alpha, beta, theta)
Arguments
alpha |
shape parameter of gamma distribution |
beta |
rate parameter of gamma distribution |
theta |
safety loading |
Value
Lundberg's exponent (or adjustment coefficient)
Author(s)
Arto Luoma <arto.luoma@wippies.com>
References
Gray and Pitts (2012) Risk Modelling in General Insurance: From Principles to Practice, Cambridge University Press.
See Also
computeRuin, computeRuinFinite
Examples
solveLund(1,1,0.1)
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.