The Pareto, Piecewise Pareto and Generalized Pareto Distribution
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Documentation for package ‘Pareto’ version 2.4.5
Help Pages
| dGenPareto | Density of the generalized Pareto Distribution |
| dPareto | Density of the Pareto Distribution |
| dPiecewisePareto | Density of the Piecewise Pareto Distribution |
| Example1_AP | Example data: Attachment Points |
| Example1_EL | Example data: Expected Losses |
| Excess_Frequency | Expected Frequency in Excess of a Threshold |
| Excess_Frequency.PGP_Model | Expected Frequency in Excess of a Threshold |
| Excess_Frequency.PPP_Model | Expected Frequency in Excess of a Threshold |
| Fit_PML_Curve | Fits a Collective Model to a PML Curve |
| Fit_References | Fit a Collective Model to a Wishlist of References |
| GenPareto_Layer_Mean | Layer Mean of the generalized Pareto Distribution |
| GenPareto_Layer_SM | Second Layer Moment of the Generalized Pareto Distribution |
| GenPareto_Layer_Var | Layer Variance of the Generalized Pareto Distribution |
| GenPareto_ML_Estimator_Alpha | Maximum Likelihood Estimation of the Pareto Alphas of a Generalized Pareto Distribution |
| is.PGP_Model | Check if an object is a PGP_Model |
| is.PPP_Model | Check if an object is a PPP_Model |
| is.valid.PGP_Model | Check if an object is a valid PGP_Model |
| is.valid.PPP_Model | Check if an object is a valid PPP_Model |
| Layer_Mean | Expected Loss of a Reinsurance Layer |
| Layer_Mean.PGP_Model | Expected Loss of a Reinsurance Layer |
| Layer_Mean.PPP_Model | Expected Loss of a Reinsurance Layer |
| Layer_Sd | Standard Deviation of a Reinsurance Layer |
| Layer_Sd.PGP_Model | Standard Deviation of a Reinsurance Layer |
| Layer_Sd.PPP_Model | Standard Deviation of a Reinsurance Layer |
| Layer_Var | Variance of a Reinsurance Layer |
| Layer_Var.PGP_Model | Variance of a Reinsurance Layer |
| Layer_Var.PPP_Model | Variance of a Reinsurance Layer |
| Local_Pareto_Alpha | Local Pareto Alpha |
| Pareto_CDF | Distribution Function of the Pareto Distribution |
| Pareto_Extrapolation | Pareto Extrapolation |
| Pareto_Find_Alpha_btw_FQs | Pareto Alpha Between Two Frequencies |
| Pareto_Find_Alpha_btw_FQ_Layer | Pareto Alpha Between a Frequency and a Layer |
| Pareto_Find_Alpha_btw_Layers | Pareto Alpha Between Two Layers |
| Pareto_Layer_Mean | Layer Mean of the Pareto Distribution |
| Pareto_Layer_SM | Second Layer Moment of the Pareto Distribution |
| Pareto_Layer_Var | Layer Variance of the Pareto Distribution |
| Pareto_ML_Estimator_Alpha | Maximum Likelihood Estimation of the Alpha of a Pareto distribution |
| Pareto_PDF | Density of the Pareto Distribution |
| pGenPareto | Distribution Function of the generalized Pareto Distribution |
| PGP_Model | PGP_Model (Collective Panjer & Generalized Pareto Model) Object |
| PiecewisePareto_CDF | Distribution Function of the Piecewise Pareto Distribution |
| PiecewisePareto_Layer_Mean | Layer Mean of the Piecewise Pareto Distribution |
| PiecewisePareto_Layer_SM | Second Layer Moment of the Piecewise Pareto Distribution |
| PiecewisePareto_Layer_Var | Layer Variance of the Piecewise Pareto Distribution |
| PiecewisePareto_Match_Layer_Losses | Match a Tower of Expected Layers Losses |
| PiecewisePareto_ML_Estimator_Alpha | Maximum Likelihood Estimation of the Alphas of the Piecewise Pareto Distribution |
| PiecewisePareto_PDF | Density of the Piecewise Pareto Distribution |
| pPareto | Distribution Function of the Pareto Distribution |
| pPiecewisePareto | Distribution Function of the Piecewise Pareto Distribution |
| PPP_Model | PPP_Model (Collective Panjer & Piecewise Pareto Model) Object |
| PPP_Model_Excess_Frequency | Expected Frequency in Excess of a Threshold |
| PPP_Model_Exp_Layer_Loss | Expected Loss of a Reinsurance Layer |
| PPP_Model_Layer_Sd | Standard Deviation of a Reinsurance Layer |
| PPP_Model_Layer_Var | Variance of a Reinsurance Layer |
| PPP_Model_Simulate | Simulate Losses with a PPP_Model |
| print.PGP_Model | Print a PGP_Model Object (Collective Panjer & Generalized Pareto Model) Object |
| print.PPP_Model | Print a PPP_Model Object (Collective Panjer & Piecewise Pareto Model) Object |
| qGenPareto | Quantile Function of the generalized Pareto Distribution |
| qPareto | Quantile Function of the Pareto Distribution |
| qPiecewisePareto | Quantile Function of the Piecewise Pareto Distribution |
| rGenPareto | Simulation of the generalized Pareto Distribution |
| rPareto | Simulation of the Pareto Distribution |
| rPiecewisePareto | Simulation of the Piecewise Pareto Distribution |
| Simulate_Losses | Simulate Losses with a Collective Model |
| Simulate_Losses.PGP_Model | Simulate Losses with a PGP_Model |
| Simulate_Losses.PPP_Model | Simulate Losses with a PPP_Model |