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 |