Usage: |
y = INSpremburr (alpha, lambda, tau, param, ind)
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Input: |
| alpha | scalar, parameter alpha in Burr distribution
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| lambda | scalar, parameter lambda in Burr distribution
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| tau | scalar, parameter tau in Burr distribution
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| param | array, if pure risk premium with security loading: relative security loading,
if premium with variance or standard deviation: the coefficient,
if quantile premium: quantile parameter
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| ind | scalar, if ind=1, pure risk premium
if ind=2, safety loaded premium
if ind=3, variance loaded premium
if ind=4, standard deviation loaded premium
if ind=5, quantile premium
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Output: |
| y | array, value of the premium for Burr distribution of loss |