# quantile.aggregateDist: Quantiles of Aggregate Claim Amount Distribution In actuar: Actuarial Functions and Heavy Tailed Distributions

 quantile.aggregateDist R Documentation

## Quantiles of Aggregate Claim Amount Distribution

### Description

Quantile and Value-at-Risk methods for objects of class `"aggregateDist"`.

### Usage

``````## S3 method for class 'aggregateDist'
quantile(x,
probs = c(0.25, 0.5, 0.75, 0.9, 0.95, 0.975, 0.99, 0.995),
smooth = FALSE, names = TRUE, ...)

## S3 method for class 'aggregateDist'
VaR(x, conf.level = c(0.9, 0.95, 0.99),
smooth = FALSE, names = TRUE, ...)
``````

### Arguments

 `x` an object of class `"aggregateDist"`. `probs, conf.level` numeric vector of probabilities with values in `[0, 1)`. `smooth` logical; when `TRUE` and `x` is a step function, quantiles are linearly interpolated between knots. `names` logical; if true, the result has a `names` attribute. Set to `FALSE` for speedup with many `probs`. `...` further arguments passed to or from other methods.

### Details

The quantiles are taken directly from the cumulative distribution function defined in `x`. Linear interpolation is available for step functions.

### Value

A numeric vector, named if `names` is `TRUE`.

### Author(s)

Vincent Goulet vincent.goulet@act.ulaval.ca and Louis-Philippe Pouliot

`aggregateDist`

### Examples

``````model.freq <- expression(data = rpois(3))
model.sev <- expression(data = rlnorm(10, 1.5))
Fs <- aggregateDist("simulation", model.freq, model.sev, nb.simul = 1000)
quantile(Fs, probs = c(0.25, 0.5, 0.75))
VaR(Fs)
``````

actuar documentation built on Nov. 8, 2023, 9:06 a.m.