AggregateRawMoments: Aggregate Moments

In lucazama/CollectiveRisk: Collective Risk Model Functions.

Description

the function returns the raw moments of the aggregate distribution of S in the collective risk model.

Usage

AggregateRawMoments(momentsN, momentsY)

Arguments

momentsN	a vector of raw moments of the claim frequency N.
momentsY	a vector (possibly of the same length of momentsN) of raw moments of the claim intensities Y.

Value

The function returns the first raw moments of the aggregate distribution of S in the collective risk model.

Note

The raw moments of S are obtained using the probability generating function of S.

Examples

AggregateRawMoments(momentsN=Moments("Poisson",10,"raw"),momentsY=Moments("Gamma",c(3,4),"raw"))

lucazama/CollectiveRisk documentation built on July 25, 2020, 7:22 a.m.