Usage: |
R = INSadjR(theta, distrib, dparameters)
|
Input: |
| theta | scalar, security loading in insurance collective risk model
|
| distrib | string, name of light-tailed distribution of claims, either gamma, exponential or mixofexps
|
| dparameters | list of scalars, parameters of loss of gamma or exponential distribution
list of n x 1 vectors of parameters of "mixofexps" distribution, the first vector are parameters for the exponential distributions and the second one are the weights of mixing
|
Output: |
| R | scalar, adjustment coefficient R for loss distribution |