tpareto: Density function of Truncated Pareto Distribution

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Density function of Truncated Pareto Distribution

Cumulative probability function of Truncated Pareto Distribution

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

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

Usage

dtpareto(x, xm, alpha, min = xm, max = 1e+09)

ptpareto(q, xm, alpha, min = xm, max = 1e+09)

qtpareto(p, xm, alpha, min = xm, max = 1e+09)

rtpareto(n, xm, alpha, min = xm, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
xm	Threshold value
alpha	Model 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

dtpareto(500,1000,2)
ptpareto(500,1000,2)
qtpareto(0.5,1000,2)
rtpareto(100,1000,2)

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