solveLund: Solving Lund's exponent
In arolluom/RcmdrPlugin.RiskDemo: R Commander Plug-in for Risk Demonstration
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
This function solves Lund's exponent or adjustment coefficient. The claim sizes are assumed to be gamma distributed.
Usage
1
Arguments
alpha
shape parameter of gamma distribution
beta
rate parameter of gamma distribution
theta
safety loading
Value
Lundberg's exponent (or adjustment coefficient)
Author(s)
Arto Luoma <arto.luoma@wippies.com>
References
Gray and Pitts (2012) Risk Modelling in General Insurance: From Principles to Practice, Cambridge University Press.
See Also
computeRuin, computeRuinFinite
Examples
1
solveLund(1,1,0.1)
arolluom/RcmdrPlugin.RiskDemo documentation built on May 8, 2019, 9:58 p.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
This function solves Lund's exponent or adjustment coefficient. The claim sizes are assumed to be gamma distributed.
Usage
1 |
Arguments
alpha |
shape parameter of gamma distribution |
beta |
rate parameter of gamma distribution |
theta |
safety loading |
Value
Lundberg's exponent (or adjustment coefficient)
Author(s)
Arto Luoma <arto.luoma@wippies.com>
References
Gray and Pitts (2012) Risk Modelling in General Insurance: From Principles to Practice, Cambridge University Press.
See Also
computeRuin, computeRuinFinite
Examples
1 | solveLund(1,1,0.1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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