Displaying 2 results from an estimated 2 matches for "adjcoef".
2007 Nov 16
0
New version of actuar
...o Function VaR() with a method for objects of class "aggregateDist"
to compute the Value at Risk of a distribution.
o Function CTE() with a method for objects of class "aggregateDist"
to compute the Conditional Tail Expectation of a distribution.
o Function adjCoef() to compute the adjustment coefficient in ruin
theory. If proportional or excess-of-loss reinsurance is included
in the model, adjCoef() returns a function to compute the
adjustment coefficient for given limits. A plot method is also
included.
o Function ruin() returns a fu...
2007 Nov 16
0
New version of actuar
...o Function VaR() with a method for objects of class "aggregateDist"
to compute the Value at Risk of a distribution.
o Function CTE() with a method for objects of class "aggregateDist"
to compute the Conditional Tail Expectation of a distribution.
o Function adjCoef() to compute the adjustment coefficient in ruin
theory. If proportional or excess-of-loss reinsurance is included
in the model, adjCoef() returns a function to compute the
adjustment coefficient for given limits. A plot method is also
included.
o Function ruin() returns a fu...