dtlnorm {cascsim}

Density function of Truncated Lognormal Distribution

Description

Density function of Truncated Lognormal Distribution

Cumulative probability function of Truncated Lognormal Distribution

Quantile function of Truncated Lognormal Distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated Lognormal Distribution max(0,min(claim,limit)-deductible)

Usage

dtlnorm(x, meanlog, sdlog, min = 0, max = 1e+09)

ptlnorm(q, meanlog, sdlog, min = 0, max = 1e+09)

qtlnorm(p, meanlog, sdlog, min = 0, max = 1e+09)

rtlnorm(n, meanlog, sdlog, min = 0, max = 1e+09)

Arguments

x

Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)

meanlog

Mean of the log of the distribution

sdlog

Standard deviation of the log of the distribution

min

Left truncation deductible

max

Right truncation limit

q

Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)

p

Value of the probability

n

Number of samples

Examples

dtlnorm(20,3,0.5)
ptlnorm(20,3,0.5)
qtlnorm(0.5,3,0.5)
rtlnorm(100,3,0.5)