Distributacalcul (version 0.2.2)

SL_unif: Stop-loss of the Uniform distribution

Description

Stop-loss of the Uniform distribution with min \(a\) and max \(b\).

Usage

SL_unif(d, min = 0, max = 1)

Arguments

d

cut-off value.

min, max

lower and upper limits of the distribution. Must be finite.

Value

Function :

• E_unif gives the expected value.

• V_unif gives the variance.

• kthmoment_unif gives the kth moment.

• Etronq_unif gives the truncated mean.

• SL_unif gives the stop-loss.

• Elim_unif gives the limited mean.

• Mexcess_unif gives the mean excess loss.

• TVaR_unif gives the Tail Value-at-Risk.

• VaR_unif gives the Value-at-Risk.

Invalid parameter values will return an error detailing which parameter is problematic.

Details

The (continuous) uniform distribution with min and max parameters \(a\) and \(b\) respectively has density: $$f(x) = \frac{1}{b - a} \times \bm{1}_{\{x \in [a, b] \}}$$ for \(x \in [a, b]\).

See Also

Other Continuous Uniform Distribution: E_unif(), Elim_unif(), Etronq_unif(), Mexcess_unif(), TVaR_unif(), V_unif(), VaR_unif(), kthmoment_unif()

Examples

# NOT RUN {
SL_unif(d = 3, min = 2, max = 4)

# }