CramerLundberg-class: A formal S4 class CramerLundberg
In ruin: Simulation of Various Risk Processes

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A formal S4 class representation of classical Cramer-Lundberg model.

The model is defined as follows:

X(t) = u + ct - ∑_{i=1}^{N(t)} Y_i,

where u is the initial capital (initial_capital), c is the premium rate (premium_rate), N(t) is the Poisson process with intensity λ (claim_poisson_arrival_rate), Y_i are iid claim sizes (claim_size_generator and claim_size_parameters ).

Objects of class can be created only by using the constructor CramerLundberg.

initial_capital: a length one numeric non-negative vector specifying an initial capital.
premium_rate: a length one numeric non-negative vector specifying a premium rate.
claim_poisson_arrival_rate: a length one numeric positive vector specifying the rate of the Poisson process of claims' arrivals.
claim_size_generator: a function indicating the random generator of claims' sizes.
claim_size_parameters: a named list containing parameters for the random generator of claims' sizes.