Panjer.Poisson: Calculation of cumulative loss by Panjer recursion.
In sunhfsc/SC19052: Functions for collective risk model and risk measures
Description
Usage
Arguments
Value
Examples
Description
The prediction model is described in <Modern actuarial risk theory - based on R>.
Usage
1
Panjer.Poisson(p, lambda)
Arguments
p
The probability distribution (NumericVector)
lambda
The parameters of the poisson distribution (numeric)
Value
The maximum possible cumulative loss and the probability of each value (list)
Examples
1
2
3
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5
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7
8
## Not run:
p <- c(0.25,0.5,0.25)
lambda <- 4
fs <- Panjer.Poisson(p,lambda)
f <- Panjer.Poisson(p,lambda)$f
s <- Panjer.Poisson(p,lambda)$s
## End(Not run)
sunhfsc/SC19052 documentation built on Jan. 3, 2020, 9:19 p.m.
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Description Usage Arguments Value Examples
Description
The prediction model is described in <Modern actuarial risk theory - based on R>.
Usage
1 | Panjer.Poisson(p, lambda)
|
Arguments
p |
The probability distribution (NumericVector) |
lambda |
The parameters of the poisson distribution (numeric) |
Value
The maximum possible cumulative loss and the probability of each value (list)
Examples
1 2 3 4 5 6 7 8 | ## Not run:
p <- c(0.25,0.5,0.25)
lambda <- 4
fs <- Panjer.Poisson(p,lambda)
f <- Panjer.Poisson(p,lambda)$f
s <- Panjer.Poisson(p,lambda)$s
## End(Not run)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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