SparseVec: Calculation of cumulative loss by sparse vector.

In sunhfsc/SC19052: Functions for collective risk model and risk measures

Description

The prediction model is described in <Modern actuarial risk theory - based on R>.

Usage

SparseVec(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

## Not run: 
p <- c(0.25,0.5,0.25)
lambda <- 4
fs <- SparseVec(p,lambda)
f <- SparseVec(p,lambda)$f
s <- SparseVec(p,lambda)$s

## End(Not run)

sunhfsc/SC19052 documentation built on Jan. 3, 2020, 9:19 p.m.