| pSlicedGammaPareto {NetSimR} | R Documentation |
The cumulative density function (cdf) of a Sliced Gamma-Pareto severity distribution
Description
The cumulative density function (cdf) of a Sliced Gamma-Pareto severity distribution
Usage
pSlicedGammaPareto(x, GShape, GRate, SlicePoint, PShape)
Arguments
x |
A positive real number - the claim amount where the cumulative density function (cdf) will be evaluated. |
GShape |
A positive real number - the shape parameter of the attritional Claim Severity's Gamma distribution. |
GRate |
A positive real number - the rate parameter of the attritional Claim Severity's Gamma distribution. |
SlicePoint |
A positive real number - the slice point and the scale parameter of the tail Claim Severity's Pareto distribution. |
PShape |
A positive real number - the shape parameter of the tail Claim Severity's Pareto distribution. |
Value
The value of the cumulative density function (cdf) 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
pSlicedGammaPareto(3000,1,0.0005,1000,1.2)
pSlicedGammaPareto(1000,1.1,0.0006,2000,1.6)
pSlicedGammaPareto(2000,1.2,0.0004,3000,1.4)