Description Usage Arguments Details Value See Also Examples
Creates an R object representing a compound Poisson risk process with Gaussian diffusion, which contains some or all information necessary for further processing.
1 2 | riskproc(claims, premium, freq, variance)
is.riskproc(x)
|
claims |
a claiminfo object. |
premium |
premium rate. |
freq |
claim frequency. |
variance |
squared volatility of the Wiener component; currently only
implemented for |
x |
an R object. |
Given the arguments, most prominently claims
, various auxialiary parameters and
functions associated with the risk process to be represented are calculated.
riskproc
returns an object of the class "riskproc"
.
Internally, this is a list containing various elements (depending on the
information provided in the arguments).
is.riskproc
returns TRUE
if x
is a "riskproc"
object, and FALSE
otherwise.
claiminfo
for more details about passing on information about
the distribution of the individual claim amounts.
1 2 3 4 5 6 7 |
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