Description Details Slots See Also
A formal S4 class to contain a simulated path of CramerLundbergCapitalInjections model.
Objects of the class must not be created manually. Instead, objects of this
class are returned by simulate_path
.
model
an object of CramerLundbergCapitalInjections class.
path
a numeric matrix of columns "time"
and "X"
defining
the simulated path represented by pairs time-value.
claim_sizes
a numeric vector of claims' sizes.
claim_arrival_times
a numeric vector of claims' interarrival times.
capital_injection_sizes
a numeric vector of capital injections' sizes.
capital_injection_arrival_times
a numeric vector of capital injections' interarrival times.
time_horizon
a numeric vector of the maximum time horizon achieved.
is_ruined
a logical vector indicating whether the process is ruined.
elapsed_time
a numeric vector of the elapsed simulation time in seconds.
max_time_horizon
a numeric vector of the maximum time horizon allowed.
max_simulation_time
a numeric vector of the maximum simulation time in seconds.
seed
a numeric vector indicating the seed used for simulation.
CramerLundbergCapitalInjections (class definition),
CramerLundbergCapitalInjections
(constructor).
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.