| qSlicedLNormPareto {NetSimR} | R Documentation |
The inverse cumulative density function of a Sliced LogNormal Pareto severity distribution
Description
The inverse cumulative density function of a Sliced LogNormal Pareto severity distribution
Usage
qSlicedLNormPareto(q, mu, sigma, SlicePoint, shape)
Arguments
q |
A real number between 0 and 1 - the probability where the inverse cumulative density function 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 inverse cumulative density function at q with an attritional claim LogNormal distribution with parameters mu and sigma and a large claim Pareto distribution with parameters SlicePoint and shape.
Examples
qSlicedLNormPareto(0.5,6,1.5,1000,1.2)
qSlicedLNormPareto(0.7,7,1.6,3000,1.4)