claiminfo: Distribution Information about Individual Claim Amounts

In sdprisk: Measures of Risk for the Compound Poisson Risk Process with Diffusion

Description

Creates or tests for claim information objects.

Usage

claiminfo(...)
is.claiminfo(x)
is.hypoexp(x)

Arguments

x	An R object
...	various objects determining the individual claim amount distribution. Refer to the details section.

Details

Typicall usages are:

claiminfo(mgf, mgf.d1, mgf.d2, pdf, cdf, mean)

To be completed.

Value

claiminfo returns an object of the class "claiminfo" (see details section).

is.claiminfo returns TRUE if x is a "claiminfo" object, and FALSE otherwise.

is.hypoexp returns TRUE if x is a "claiminfo" object describing hypo-exponentially distributed individual claim amounts (see dhypoexp), and FALSE otherwise. If x is a riskproc object, the function is applied to the "claiminfo" object contained within it.

Note

To be completed.

See Also

riskproc

Examples

## For hypo-exponentially distribution claim amounts
claiminfo(hypoexp = list(rates = c(1, 10)))

## A more complicated example
## Not run: claiminfo()

Example output

$hypoexp
$hypoexp$rates
[1]  1 10

$hypoexp$coef
[1]  1.1111111 -0.1111111


$pdf
function (x) 
{
    dhypoexp(x = x, rate = arglist[[c("hypoexp", "rates")]])
}
<environment: 0x5621a5f11818>

$cdf.tailarea
function (x) 
{
    phypoexp(q = x, rate = arglist[[c("hypoexp", "rates")]], 
        tailarea = TRUE)
}
<environment: 0x5621a5f11818>

$cdf
function (x) 
{
    phypoexp(q = x, rate = arglist[[c("hypoexp", "rates")]])
}
<environment: 0x5621a5f11818>

$mgf.d2
function (x) 
{
    mgfhypoexp(x = x, rate = arglist[[c("hypoexp", "rates")]], 
        difforder = 2L)
}
<environment: 0x5621a5f11818>

$mgf.d1
function (x) 
{
    mgfhypoexp(x = x, rate = arglist[[c("hypoexp", "rates")]], 
        difforder = 1L)
}
<environment: 0x5621a5f11818>

$mgf
function (x) 
{
    mgfhypoexp(x = x, rate = arglist[[c("hypoexp", "rates")]], 
        difforder = 0L)
}
<environment: 0x5621a5f11818>

$mu
[1] 1.1

attr(,"class")
[1] "claiminfo" "list"     

sdprisk documentation built on May 1, 2019, 7:50 p.m.