cascsim (version 0.4)

dtpareto: Density function of Truncated Pareto Distribution

Description

Density function of Truncated Pareto Distribution

Cumulative probability function of Truncated Pareto Distribution

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

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

Usage

dtpareto(x, xm, alpha, min = xm, max = 1e+09)
ptpareto(q, xm, alpha, min = xm, max = 1e+09)
qtpareto(p, xm, alpha, min = xm, max = 1e+09)
rtpareto(n, xm, alpha, min = xm, max = 1e+09)

Arguments

x

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

xm

Threshold value

alpha

Model parameter

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

# NOT RUN {
dtpareto(500,1000,2)
ptpareto(500,1000,2)
qtpareto(0.5,1000,2)
rtpareto(100,1000,2)
# }