tnbinom: Density function of Truncated Negative Binomial Distribution

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Density function of Truncated Negative Binomial Distribution

Cumulative probability function of Truncated Negative Binomial Distribution

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

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

Usage

dtnbinom(x, size, prob, min = 0, max = 1e+09)

ptnbinom(q, size, prob, min = 0, max = 1e+09)

qtnbinom(p, size, prob, min = 0, max = 1e+09)

rtnbinom(n, size, prob, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
size	Number of successful trials
prob	Probability of success in each trial
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

dtnbinom(230,100,0.3)
ptnbinom(230,100,0.3)
qtnbinom(0.5,100,0.3)
rtnbinom(500,100,0.3)

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