solveLund

This function solves Lund's exponent or adjustment coefficient. The claim sizes are assumed to be gamma distributed.

R Commander plug-in to demonstrate various actuarial and financial risks. It includes valuation of bonds and stocks, portfolio optimization, classical ruin theory, demography and epidemic.

Arto Luoma

RcmdrPlugin.RiskDemo

R Commander Plug-in for Risk Demonstration

solveLund function

<dl> <dt>alpha</dt>
<dd>shape parameter of gamma distribution</dd> <dt>beta</dt>
<dd>rate parameter of gamma distribution</dd> <dt>theta</dt>
<dd>safety loading</dd></dl>

Arguments

Arto Luoma &lt;arto.luoma@wippies.com&gt;

Author

Solving Lund's exponent — solveLund

<dl>

 <dt>alpha</dt>
<dd>shape parameter of gamma distribution</dd>

 <dt>beta</dt>
<dd>rate parameter of gamma distribution</dd>

 <dt>theta</dt>
<dd>safety loading</dd>

</dl>

solveLund: Solving Lund's exponent

Description

Usage

Value

Arguments

Author

References

See Also

Examples