Description Usage Arguments Details Value See Also Examples
Returns the adjustment coefficient of a risk process with Gaussian diffusion.
1 | adjcoef(process)
|
process |
An object of the class |
The moment-generating function of the individual claim amounts is required
to be contained within the "claiminfo"
element of process
(see
claiminfo
). The only exception to this is the case of
hypo-exponentially distributed claim amounts.
The adjustment coefficient of the risk process represented by
process
. If the adjustment coefficient does not exist or cannot be
computed for any reason, NULL
is returned instead.
riskproc
and claiminfo
for more details on how
to provide the information necessary to compute the adjustment coefficient.
1 2 3 4 5 6 7 8 9 10 |
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