Library: | insurance |
See also: | INSmoments |
Quantlet: | INScPPstats | |
Description: | returns the first four raw and central moments of compound Poisson - truncated-Pareto distribution. |
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 |
library("insurance") a = 2.5 v = 1.5 M0 = 500 lambda = 1000 y = INScPPstats(lambda, a, v, M0) y
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