PathSparreAndersen-class {ruin}

A formal S4 class PathSparreAndersen

Description

A formal S4 class to contain a simulated path of SparreAndersen model.

Details

Objects of the class must not be created manually. Instead, objects of this class are returned by simulate_path.

Slots

model

an object of CramerLundberg class.

path

a numeric matrix of columns "time" and "X" defining the simulated path represented by pairs time-value.

claim_sizes

a numeric vector of claims' sizes.

claim_arrival_times

a numeric vector of claims' interarrival times.

time_horizon

a numeric vector of the maximum time horizon achieved.

is_ruined

a logical vector indicating whether the process is ruined.

elapsed_time

a numeric vector of the elapsed simulation time in seconds.

max_time_horizon

a numeric vector of the maximum time horizon allowed.

max_simulation_time

a numeric vector of the maximum simulation time in seconds.

seed

a numeric vector indicating the seed used for simulation.

See Also

SparreAndersen (class definition), SparreAndersen (constructor).