ExposureCurveSlicedGammaPareto {NetSimR}

Exposure Curve from a Sliced Gamma Pareto severity distribution

Description

Exposure Curve from a Sliced Gamma Pareto severity distribution

Usage

ExposureCurveSlicedGammaPareto(x, GShape, GRate, SlicePoint, PShape)

Arguments

x

A positive real number - the claim amount where the exposure curve will be evaluated.

GShape

A positive real number - the shape parameter of the Claim Severity's Gamma distribution.

GRate

A positive real number - the rate parameter of the Claim Severity's Gamma distribution.

SlicePoint

A positive real number - the slice point and the scale parameter of the Claim Severity's Pareto distribution.

PShape

A positive real number - the shape parameter of the Claim Severity's Pareto distribution.

Value

The value of the Exposure curve at x with an attritional claim Gamma distribution with parameters GShape and GRate and a large claim Pareto distribution with parameters SlicePoint and PShape.

Examples

ExposureCurveSlicedGammaPareto(3000,1,0.0005,1000,1.2)
ExposureCurveSlicedGammaPareto(1000,1.1,0.0006,2000,1.6)
ExposureCurveSlicedGammaPareto(2000,1.2,0.0004,3000,1.4)