Keywords - Function Groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

insurance

INSadjR
produces adjustment coefficient R in insurance collective risk model.
INSadjR0
produces adjustment coefficient R0 in insurance collective risk model.
INSadjReq
auxiliary quantlet for INSadjR and INSadjR0.
INSapproxgamma
returns the parameters for the translated gamma approximation of the compound Poisson distribution.
INSBeekmanBowers
produces the Beekman-Bowers approximation of ruin probability in infinite time for insurance collective risk model.
INSbur
returns pure risk premium for Burr distribution of losses.
INScordiffin
produces the corrected diffusion approximation of ruin probability in finite time horizon for insurance collective risk model.
INScPPstats
returns the first four raw and central moments of compound Poisson - truncated-Pareto distribution.
INSCramer
produces the Cramer approximation of ruin probability in infinite time for insurance collective risk model.
INSDeVylder
produces the De Vylder approximation of ruin probability in infinite time for insurance collective risk model.
INSDeVylderfin
produces the finite De Vylder approximation of ruin probability in finite time horizon for insurance collective risk model.
INSdiffin
produces the diffusion approximation of ruin probability in finite time horizon for insurance collective risk model.
INSexactexp
produces the exact ruin probability in infinite time for insurance collective risk model with exponential claims.
INSexactexpfin
produces the exact ruin probability in finite time horizon for insurance collecitive risk model with exponential claims.
INSexactexpfinint
auxiliary quantlet for INSexactexpfin, the function to be integrated.
INSexactgam
produces the exact ruin probability in infinite time for insurance collective risk model with gamma claims.
INSexactgamint
auxiliary quantlet for INSexactgam, the function to be integrated.
INSexactmix2exps
produces the exact ruin probability in infinite time for insurance collective risk model with mixture of 2 exponentials loss distribution.
INSexpappr
produces the exponential approximation of ruin probability in infinite time for insurance collective risk model.
INSgam
returns the pure risk premium for Gamma distribution of losses.
INSgDeVylder
produces the gamma De Vylder approximation of ruin probability in infinite time for insurance collective risk model.
INShltraffic
produces the heavy-light traffic approximation of ruin probability in infinite time for insurance collective risk model.
INShtraffic
produces the heavy traffic (diffusion) approximation of ruin probability in infinite time for insurance collective risk model.
INSlogn
returns the pure risk premium for lognormal distribution of losses.
INSltraffic
produces the light traffic approximation of ruin probability in infinite time for insurance collective risk model.
INSLundberg
produces the Lundberg approximation of ruin probability in infinite time for insurance collective risk model.
INSLundbound
produces the Lundberg upper bound for ruin probability in infinite time for insurance collective risk model.
INSmgfs
returns the moment generating function or its k-th derivative (up to third) for a light tailed distribution.
INSmoments
returns the k-th moment (up to fourth) of a distribution.
INSoptRBC
returns the optimal retention limit M, RBC capital, loading and expected rate of return from RBC, resulting either from minimization of the total premium or from maximization of the rate or return. The compound Poisson - truncated-Pareto model and FC1 or FC2 method of approximation of quantiles are
INSoptRBCmaxrate
auxiliary quantlet for INSoptRBC.
INSoptRBCminprem
auxiliary quantlet for INSoptRBC.
INSoptu
returns the optimal retention limit M, initial capital u and safety loading, resulting from minimization of premium c, under the assumption of some ruin probability level and dividend rate (fixed or flexible). The compound Poisson - truncated Pareto model and Beekman-Bowers or De Vylder method of a
INSoptufixdiv
auxiliary quantlet for INSoptu.
INSoptuflexdiv
auxiliary quantlet for INSoptu.
INSpareto
returns the pure risk premium for Pareto distribution of losses.
INSPolKhin
produces the simulated ruin probability in infinite time for insurance collecitive risk model, using the Pollaczeck-Khinchine formula.
INSpremburr
returns the values of premium in the case of Burr distribution of losses.
INSpremgamma
returns the values of premium in the case of (transformed) Gamma distribution of losses.
INSpremlogn
returns the values of premium in the case of lognormal distribution of losses.
INSpremnorm
returns the values of premium in the case of normal distribution of losses. The premium is as an approximation for some cummulated claim.
INSprempareto
returns the values of premium in the case of Pareto distribution of losses.
INSpremwei
returns the values of premium in the case of Weibull distribution of losses.
INSRenyi
produces the Renyi approximation of ruin probability in infinite time for insurance collective risk model.
INSrndPK
auxiliary quantlet for INSPolKhin, generates random numbers from specific distributions using numerical integration and inversion of cdf.
INSruinMC
produces the ruin probability in finite time horizon for insurance collective risk model by Monte Carlo simulations of risk process.
INSSegerdahl
produces the Segerdahl approximation of ruin probability in finite time horizon for insurance collective risk model.
INSsubexpappr
produces the approximation of ruin probability for subexponential (heavy tailed) claims in infinite time for insurance collective risk model.
INStail
auxiliary quantlet for INSltraffic, INSsubexpappr and INSPolKhin the tail of loss distribution.
insurancemain
sets defaults for library insurance.
INSwei
returns the pure risk premium for Weibull distribution of losses.
levf
returns the limited expected value.
mef
returns the values of the mean excess function.
samplelevf
returns the values of the sample limited expected value for a data set.
samplemef
returns the values of the sample mean excess function for a data set.
Keywords - Function Groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
(C) MD*TECH Method and Data Technologies, 05.02.2006Impressum