Compound Poisson Risk Process with Diffusion
Creates an R object representing a compound Poisson risk process with Gaussian diffusion, which contains some or all information necessary for further processing.
a claiminfo object.
squared volatility of the Wiener component; currently only
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
Internally, this is a list containing various elements (depending on the
information provided in the arguments).
x is a
claiminfo for more details about passing on information about
the distribution of the individual claim amounts.
1 2 3 4 5 6 7