tnorm: Density function of Truncated Normal Distribution

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Density function of Truncated Normal Distribution

Cumulative probability function of Truncated Normal Distribution

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

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

Usage

dtnorm(x, mean, sd, min = 0, max = 1e+09)

ptnorm(q, mean, sd, min = 0, max = 1e+09)

qtnorm(p, mean, sd, min = 0, max = 1e+09)

rtnorm(n, mean, sd, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
mean	Mean of the untruncated Normal distribution
sd	Standard deviation of the untruncated Normal distribution
min	Left truncation (like deductible)
max	Right truncation (like 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

dtnorm(0.5,1,2)
ptnorm(0.5,1,2)
qtnorm(0.5,1,2)
rtnorm(100,1,2)

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