simulate_path-CramerLundbergCapitalInjections-method: Simulates a path of a Cramer-Lundberg model's extension with...
In irudnyts/ruin: Simulation of Various Risk Processes

Description Usage Arguments Value Warning Examples

simulate_path() simulates a path of CramerLundbergCapitalInjections model until one of the following conditions is met: (1) the process is ruined, (2) max_time_horizon is achieved, (3) the elapsed time of the simulation is greater than max_simulation_time.

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## S4 method for signature 'CramerLundbergCapitalInjections'
simulate_path(model,
  max_time_horizon = NULL, max_simulation_time = NULL, seed = NULL)

`model`	an S4 object of CramerLundbergCapitalInjections class.
`max_time_horizon`	a length one numeric vector specifying the maximum time horizon, until with the process will be simulated. Default: `Inf`.
`max_simulation_time`	a length one numeric vector indicating the maximum allowed time of simulation. The value should be specified in seconds. Default: `Inf`.
`seed`	an optional arbitrary length numeric vector specifying the seed. If provided, the `.Random.seed` in `.GlobalEnv` is set to its value.

PathCramerLundbergCapitalInjections

Setting both max_time_horizon and max_simulation_time to Inf might be dangerous. In this case, the only stopping condition is a ruin of the process, which might not happen.

model <- CramerLundbergCapitalInjections(
  initial_capital = 10,
  premium_rate = 1,
  claim_poisson_arrival_rate = 1,
  claim_size_generator = rexp,
  claim_size_parameters = list(rate = 1),
  capital_injection_poisson_rate = 1,
  capital_injection_size_generator = rexp,
  capital_injection_size_parameters = list(rate = 2)
)

path <- simulate_path(model = model, max_time_horizon = 10)