| qSlicedGammaPareto {NetSimR} | R Documentation |
The inverse cumulative density function of a Sliced Gamma Pareto severity distribution
Description
The inverse cumulative density function of a Sliced Gamma Pareto severity distribution
Usage
qSlicedGammaPareto(q, GShape, GRate, SlicePoint, PShape)
Arguments
q |
A real number between 0 and 1 - the probability where the inverse cumulative density function 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 inverse cumulative density function at q with an attritional claim Gamma distribution with parameters GShape and GRate and a large claim Pareto distribution with parameters SlicePoint and PShape.
Examples
qSlicedGammaPareto(0.5,1,0.0005,1000,1.2)
qSlicedGammaPareto(0.2,1.1,0.0006,2000,1.6)
qSlicedGammaPareto(0.8,1.2,0.0004,3000,1.4)