Usage: |
y = INSprempareto (alpha, lambda, param, ind)
|
Input: |
| alpha | scalar, parameter alpha in Pareto distribution
|
| lambda | scalar, parameter lambda in Pareto distribution
|
| 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
|
| 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
|
| y | array, value of the premium for Pareto distribution of loss
|