tlnorm: Density function of Truncated Lognormal Distribution

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Density function of Truncated Lognormal Distribution

Description

Density function of Truncated Lognormal Distribution

Cumulative probability function of Truncated Lognormal Distribution

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

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

Usage

dtlnorm(x, meanlog, sdlog, min = 0, max = 1e+09)

ptlnorm(q, meanlog, sdlog, min = 0, max = 1e+09)

qtlnorm(p, meanlog, sdlog, min = 0, max = 1e+09)

rtlnorm(n, meanlog, sdlog, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
meanlog	Mean of the log of the distribution
sdlog	Standard deviation of the log of the distribution
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

dtlnorm(20,3,0.5)
ptlnorm(20,3,0.5)
qtlnorm(0.5,3,0.5)
rtlnorm(100,3,0.5)

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