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

Description Usage Arguments Details Value See Also Examples

View source: R/riskproc.R

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 `variance > 0`.
`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.

## A risk process with hypo-exponentially distributed individual claim amounts
riskproc(
    claims   = claiminfo(hypoexp = list(rates = c(1, 10))),
    premium  = 2,
    freq     = 1,
    variance = 0.4
)