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...,m,r}phtype() to compute the probability density function, cumulative distribution function, moment generating function, raw moments of, and to generate variates from, phase-type distributions. NEW FEATURES -- RISK THEORY 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 pro...

...,m,r}phtype() to compute the probability density function, cumulative distribution function, moment generating function, raw moments of, and to generate variates from, phase-type distributions. NEW FEATURES -- RISK THEORY 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 pro...

I run the following: library(actuar) x <- seq(0, 22, 0.5) fl <- discretize(plnorm(x, 2.1), from = 0, to = 22, step = 0.5, method ="lower") Fs <- aggregateDist("recursive", model.freq = "poisson",model.sev = fl, lambda = 10, x.scale = 0.5) Warning message: In panjer(fx = model.sev, dist = dist, p0 = p0, x.scale = x.scale, : maximum number of recursions reached before the probability distribution was complete # Should i be worried a...

...ro-modified geometric distributions. ? Support for the zero-truncated and zero-modified binomial distributions. ? New vignette ?"distributions"? that reviews in great detail the continuous and discrete distributions provided in the package, along with implementation details. ? ?aggregateDist? now accepts ?"zero-truncated binomial"?, ?"zero-truncated geometric"?, ?"zero-truncated negative binomial"?, ?"zero-truncated poisson"?, ?"zero-modified binomial"?, ?"zero-modified geometric"?, ?"zero-modified negative binomi...

...ro-modified geometric distributions. ? Support for the zero-truncated and zero-modified binomial distributions. ? New vignette ?"distributions"? that reviews in great detail the continuous and discrete distributions provided in the package, along with implementation details. ? ?aggregateDist? now accepts ?"zero-truncated binomial"?, ?"zero-truncated geometric"?, ?"zero-truncated negative binomial"?, ?"zero-truncated poisson"?, ?"zero-modified binomial"?, ?"zero-modified geometric"?, ?"zero-modified negative binomi...

...can be used in fitting models to data subject to such coverage modifications. o Individual dental claims data set 'dental' and grouped dental claims data set 'gdental' of Klugman et al. (2004), "Loss Models, Second Edition". NEW FEATURES -- RISK THEORY o Function aggregateDist() returns a function to compute the cumulative distribution function of the total amount of claims random variable for an insurance portfolio using any of the following five methods: 1. exact calculation by convolutions (using function convolve() of package 'stats'; 2. recur...

...can be used in fitting models to data subject to such coverage modifications. o Individual dental claims data set 'dental' and grouped dental claims data set 'gdental' of Klugman et al. (2004), "Loss Models, Second Edition". NEW FEATURES -- RISK THEORY o Function aggregateDist() returns a function to compute the cumulative distribution function of the total amount of claims random variable for an insurance portfolio using any of the following five methods: 1. exact calculation by convolutions (using function convolve() of package 'stats'; 2. recur...

...expected to use cm() as interface instead. BUG FIXES o Functions r<foo>() are now more consistent in warning when NA's (specifically NaN's) are generated (as per the change in R 2.7.0). o frequency.portfolio was wrongly counting NAs. o Domain of pdfs returned by aggregateDist() now restricted to [0, 1]. o Quantiles are now computed correctly (and more efficiently) in 0 and 1 by quantile.aggregateDist(). o coverage() no longer requires a cdf when it is not needed, namely when there is no deductible and no limit. The CRAN page for the package is...

...expected to use cm() as interface instead. BUG FIXES o Functions r<foo>() are now more consistent in warning when NA's (specifically NaN's) are generated (as per the change in R 2.7.0). o frequency.portfolio was wrongly counting NAs. o Domain of pdfs returned by aggregateDist() now restricted to [0, 1]. o Quantiles are now computed correctly (and more efficiently) in 0 and 1 by quantile.aggregateDist(). o coverage() no longer requires a cdf when it is not needed, namely when there is no deductible and no limit. The CRAN page for the package is...

...23.422685 28.96963 30.044882 35.502004 107.360714     My friends, group R . I hope you help me to comment on these results? And how can compute the variance of  Fs.   model.freq=expression(data=rpois(30)) model.sev=expression(data=rpareto(30,30)) Fs=aggregateDist("simulation",nb.simul=1000,model.freq,model.sev)   Thanks   Mohd PhD Student   Malaysia [[alternative HTML version deleted]]

...onvolución con una discretizada Gamma con Binomial negativa pero me da el siguiente error. Alguien sabe como puedo hacer funcional este algoritmo con estos parámetros? > fx<-discretize(pgamma(x,shape=2.4149,scale=5742.2), + method="rounding",from=0, to =100, step=0.5) > Fs <- aggregateDist("recursive", model.freq = "negative binomial", + model.sev = fx, size= 42.97, prob=0.5, x.scale = 500) Mensajes de aviso perdidos In panjer(fx = model.sev, dist = dist, p0 = p0, x.scale = x.scale, : maximum number of recursions reached before the probability distribution was...