exposureCurve: Exposure curves for the beta and the uniform distributions.

In spedygiorgio/mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

Exposure curves for the beta and the uniform distributions.

Description

An exposure curve is defined between x between 0 and 1 and represents the ratio of the limited expected value to unlimited expected value.

Usage

ecbeta(x, shape1, shape2)
ecunif(x, min = 0, max =1)

Arguments

x	x value, percentage of damage to total loss
shape1, shape2	parameters for the beta distribution.
min, max	parameters for the uniform distribution.

Details

ecbeta, ecunif is the theoretical exposure curve function for beta and uniform distribution.

Value

A numeric value

Author(s)

Giorgio Spedicato, Christophe Dutang

References

BERNEGGER, STEFAN (1997). The Swiss Re Exposure Curves And The MBBEFD Distribution Class, ASTIN Bulletin, 27(1), pp99-111, \Sexpr[results=rd]{tools:::Rd_expr_doi("https://doi.org/10.2143/AST.27.1.563208")}.

See Also

ecmbbefd and ecMBBEFD are implemented in mbbefd-distr. See also Uniform, Beta, swissRe.

Examples

x <- 0.2
ecbeta(x, 2, 3)
ecunif(x)

spedygiorgio/mbbefd documentation built on Dec. 14, 2024, 7:25 a.m.