tpareto: Density function of Truncated Pareto Distribution

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Density function of Truncated Pareto Distribution

Description

Density function of Truncated Pareto Distribution

Cumulative probability function of Truncated Pareto Distribution

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

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

Usage

dtpareto(x, xm, alpha, min = xm, max = 1e+09)

ptpareto(q, xm, alpha, min = xm, max = 1e+09)

qtpareto(p, xm, alpha, min = xm, max = 1e+09)

rtpareto(n, xm, alpha, min = xm, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
xm	Threshold value
alpha	Model 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

dtpareto(500,1000,2)
ptpareto(500,1000,2)
qtpareto(0.5,1000,2)
rtpareto(100,1000,2)

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