PathSparreAndersenCapitalInjections-class {ruin} | R Documentation |
A formal S4 class PathSparreAndersenCapitalInjections
Description
A formal S4 class to contain a simulated path of SparreAndersenCapitalInjections 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 SparreAndersenCapitalInjections 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.
capital_injection_sizes
a numeric vector of capital injections' sizes.
capital_injection_arrival_times
a numeric vector of capital injections' 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
SparreAndersenCapitalInjections (class definition),
SparreAndersenCapitalInjections
(constructor).