tlnorm: Density function of Truncated Lognormal Distribution

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Density function of Truncated Lognormal Distribution

Cumulative probability function of Truncated Lognormal Distribution

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

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

Usage

dtlnorm(x, meanlog, sdlog, min = 0, max = 1e+09)

ptlnorm(q, meanlog, sdlog, min = 0, max = 1e+09)

qtlnorm(p, meanlog, sdlog, min = 0, max = 1e+09)

rtlnorm(n, meanlog, sdlog, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
meanlog	Mean of the log of the distribution
sdlog	Standard deviation of the log of the distribution
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

dtlnorm(20,3,0.5)
ptlnorm(20,3,0.5)
qtlnorm(0.5,3,0.5)
rtlnorm(100,3,0.5)

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