mbbefd (version 0.7)

mbbefd-package: MBBEFD distribution and exposure curve

Description

It contains the definition of MBBEFD distribution (distribution function, density, quantile functions) as well as MBBEFD exposure curve. The vignette shows code snippets to fit the distribution to empirical data.

Details

ll{ Package: mbbefd Type: Package Version: 0.6.3 Date: 2015-03-29 License: GPL 2 }

References

BERNEGGER, STEFAN. THE SWISS RE EXPOSURE CURVES AND THE MBBEFD DISTRIBUTION CLASS. Astin Bulletin (1997): 99.

Examples

#sample variates
losses<-rmbbefd(n=10,a=0.2,b=0.04)