tgamma: Density function of Truncated Gamma Distribution

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Density function of Truncated Gamma Distribution

Description

Density function of Truncated Gamma Distribution

Cumulative probability function of Truncated Gamma Distribution

Quantile function of Truncated Gamma Distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated Gamma Distribution max(0,min(claim,limit)-deductible)

Usage

dtgamma(x, shape, scale, min = 0, max = 1e+09)

ptgamma(q, shape, scale, min = 0, max = 1e+09)

qtgamma(p, shape, scale, min = 0, max = 1e+09)

rtgamma(n, shape, scale, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
shape	Shape parameter
scale	Scale parameter
min	Left truncation deductible
max	Right truncation limit
q	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
p	Value of the probability
n	Number of samples

Examples

dtgamma(2,3,2)
ptgamma(2,3,2)
qtgamma(0.5,3,2)
rtgamma(100,3,2)

casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.