GammaCappedMean {NetSimR} | R Documentation |
Gamma capped mean
Description
Gamma capped mean
Usage
GammaCappedMean(cap, shape, rate)
Arguments
cap |
A positive real number - the claim severity cap. |
shape |
A positive real number - the shape parameter of the Claim Severity's Gamma distribution. |
rate |
A positive real number - the rate parameter of the Claim Severity's Gamma distribution. |
Value
The mean of the claim severity capped at cap
with a Gamma distribution with parameters shape
and rate
.
Examples
GammaCappedMean(700,1,0.0005)
GammaCappedMean(1000,1.5,0.0006)
[Package NetSimR version 0.1.5 Index]