autoplot.truncated_severity: Plot a fitted truncated severity distribution

In insurancerating: Actuarial Tools for Insurance Pricing Models

Plot a fitted truncated severity distribution

Description

Creates a plot of the empirical cumulative distribution function (ECDF) of the observed truncated claim amounts together with the fitted truncated CDF.

Usage

## S3 method for class 'truncated_severity'
autoplot(
  object,
  ecdf_geom = c("point", "step"),
  x_label = NULL,
  y_label = NULL,
  y_limits = c(0, 1),
  x_limits = NULL,
  show_title = TRUE,
  digits = 2,
  truncation_digits = 2,
  geom_ecdf = NULL,
  xlab = NULL,
  ylab = NULL,
  ylim = NULL,
  xlim = NULL,
  print_title = NULL,
  print_dig = NULL,
  print_trunc = NULL,
  ...
)

Arguments

object	An object produced by fit_truncated_severity().
ecdf_geom	Character string indicating how to display the empirical CDF. Must be one of "point" or "step".
x_label	Title of the x axis. Defaults to "severity".
y_label	Title of the y axis. Defaults to "cumulative proportion".
y_limits	Numeric vector of length 2 specifying y-axis limits.
x_limits	Optional numeric vector of length 2 specifying x-axis limits.
show_title	Logical. If TRUE, print title and subtitle.
digits	Integer. Number of digits for parameter estimates in the subtitle.
truncation_digits	Integer. Number of digits used for truncation bounds.
geom_ecdf, xlab, ylab, ylim, xlim, print_title, print_dig, print_trunc	Deprecated argument names kept for backward compatibility.
...	Currently unused.

Details

The plot compares the empirical distribution of the observed, truncated claim severities with the fitted distribution conditional on the same truncation interval. This is a visual check of whether the selected severity distribution is plausible for the part of the portfolio that is actually observed.

Value

A ggplot2 object.

Author(s)

Martin Haringa

insurancerating documentation built on July 30, 2026, 5:09 p.m.