| ExposureCurveSlicedLNormPareto {NetSimR} | R Documentation |
Exposure Curve from a Sliced LogNormal Pareto severity distribution
Description
Exposure Curve from a Sliced LogNormal Pareto severity distribution
Usage
ExposureCurveSlicedLNormPareto(x, mu, sigma, SlicePoint, shape)
Arguments
x |
A positive real number - the claim amount where the exposure curve will be evaluated. |
mu |
A real number - the first parameter of the attritional Claim Severity's LogNormal distribution. |
sigma |
A positive real number - the second parameter of the attritional Claim Severity's LogNormal distribution. |
SlicePoint |
A positive real number - the slice point and the scale parameter of the tail Claim Severity's Pareto distribution. |
shape |
A positive real number - the shape parameter of the tail Claim Severity's Pareto distribution. |
Value
The value of the Exposure curve at x with an attritional claim LogNormal distribution with parameters mu and sigma and a large claim Pareto distribution with parameters SlicePoint and shape.
Examples
ExposureCurveSlicedLNormPareto(1200,6,1.5,1000,1.2)
ExposureCurveSlicedLNormPareto(4000,7,1.6,3000,1.4)