Pareto Package Vignette5 years ago
Introduction | Pareto distribution | Distribution function and density | Simulation: | Layer mean: | Layer variance: | Why is the Pareto distribution so popular? | Pareto extrapolation | Pareto alpha between two layers: | Pareto alpha between a frequency and layer: | Matching the expected losses of two layers: | Frequency extrapolation and alpha between frequencies: | Maximum likelihood estimation of the parameter alpha | Truncation | Piecewise Pareto distribution | Distribution function | Density | Simulation | Layer mean | Layer variance | Maximum likelihood estimation of the alphas | Matching a tower of layer losses | Matching reference information | Interpolation of PML curves | PPP_Models (Panjer & Piecewise Pareto Models) | Expected Loss, Standard Deviation and Variance for Reinsurance Layers | Expected Excess Frequency | Simulation of Losses | Generalized Pareto Distribution | Maximum likelihood estimation of the alpha_ini and alpha_tail | PGP_Models (Panjer & Generalized Pareto Models) | Methods for PGP_Models | References
