texp: Density function of Truncated Exponential Distribution

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Density function of Truncated Exponential Distribution

Cumulative probability function of Truncated Exponential Distribution

Quantile function of Truncated Exponential Distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated Exponential Distribution max(0,min(claim,limit)-deductible)

Usage

dtexp(x, rate, min = 0, max = 1e+09)

ptexp(q, rate, min = 0, max = 1e+09)

qtexp(p, rate, min = 0, max = 1e+09)

rtexp(n, rate, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
rate	Distribution parameter
min	Left truncation deductible
max	Right truncation limit
q	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
p	Value of the probability
n	Number of samples

Examples

dtexp(5,0.1)
ptexp(5,0.1)
qtexp(0.5,0.1)
rtexp(100,0.1)

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.