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

Library: insurance
See also: INSmoments

Quantlet: INScPPstats
Description: returns the first four raw and central moments of compound Poisson - truncated-Pareto distribution.

Reference(s):

Usage: y = INScPPstats(lambda, a, v, M0)
Input:
lambda scalar, parameter of Poisson distribution.
a scalar, parameter of truncated Pareto distribution
v scalar, parameter of truncated Pareto distribution
M0 scalar, parameter of truncated Pareto distribution (truncation point)
Output:
y list of scalars: (m1W, m2W, m3W, m4W, varW, stdW, skwW, krtW) four raw moments, variance, standard deviation, skewness and kurtosis of compound Poisson - truncated Pareto distribution

Example:
library("insurance")
a = 2.5
v = 1.5
M0 = 500
lambda = 1000
y = INScPPstats(lambda, a, v, M0)
y

Result:
Contents of y.m1W
[1,]   999.84
Contents of y.m2W
[1,]  1.0052e+06
Contents of y.m3W
[1,]  3.1848e+05
Contents of y.m4W
[1,]  7.0285e+12
Contents of y.varW
[1,]   5508.3
Contents of y.stdW
[1,]   74.218
Contents of y.skwW
[1,]  0.77904
Contents of y.krtW
[1,]   2.6537



Author: P. Mista, 20040918 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006