Description Usage Arguments Value Examples
Function to calculate surplus of the insurer
1 2 3 4 5 6 7 8 | surplus(
time_line,
Mu,
lambda,
initial_capital,
sample_size = 30,
avg_premium_rate = 1
)
|
time_line |
vector of time points |
Mu |
intensity of the claim size |
lambda |
claim arrival rate |
initial_capital |
initial capital of the insurer |
sample_size |
sample size |
avg_premium_rate |
average premium rate |
An R object of class surplus
1 2 |
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