tgamma: Density function of Truncated Gamma Distribution

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Density function of Truncated Gamma Distribution

Cumulative probability function of Truncated Gamma Distribution

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

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

Usage

dtgamma(x, shape, scale, min = 0, max = 1e+09)

ptgamma(q, shape, scale, min = 0, max = 1e+09)

qtgamma(p, shape, scale, min = 0, max = 1e+09)

rtgamma(n, shape, scale, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
shape	Shape parameter
scale	Scale 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

dtgamma(2,3,2)
ptgamma(2,3,2)
qtgamma(0.5,3,2)
rtgamma(100,3,2)

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