R/SL_pareto.R

In gabrielcrepeault/tvarPackage: Calculate Mean, Variance, Truncated Mean, VaR, TVaR, etc for different probability distributions

#' Stop-Loss d'une loi Pareto
#' @param alph alpha
#' @param lam lambda
#' @param d déductible
#' @export
SL_pareto <- function(d, alph, lam)
{
    E_pareto(alph, lam) * (1 - ppareto(d, alph - 1, lam))
}