The Pareto and the Piecewise Pareto Distribution


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Documentation for package ‘Pareto’ version 1.1.3

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dPareto Density of the Pareto Distribution
dPiecewisePareto Density of the Piecewise Pareto Distribution
Example1_AP Example data: Attachment Points
Example1_EL Example data: Expected Losses
Local_Pareto_Alpha Local Pareto Alpha
Pareto_CDF Distribution Function of the Pareto Distribution
Pareto_Extrapolation Pareto Extrapolation
Pareto_Find_Alpha_btw_FQs Pareto Alpha Between Two Frequencies
Pareto_Find_Alpha_btw_FQ_Layer Pareto Alpha Between a Frequency and a Layer
Pareto_Find_Alpha_btw_Layers Pareto Alpha Between Two Layers
Pareto_Layer_Mean Layer Mean of the Pareto Distribution
Pareto_Layer_SM Second Layer Moment of the Pareto Distribution
Pareto_Layer_Var Layer Variance of the Pareto Distribution
Pareto_ML_Estimator_Alpha Maximum Likelihood Estimation of the Pareto Alpha
Pareto_PDF Density of the Pareto Distribution
PiecewisePareto_CDF Distribution Function of the Piecewise Pareto Distribution
PiecewisePareto_Layer_Mean Layer Mean of the Piecewise Pareto Distribution
PiecewisePareto_Layer_SM Second Layer Moment of the Piecewise Pareto Distribution
PiecewisePareto_Layer_Var Layer Variance of the Piecewise Pareto Distribution
PiecewisePareto_Match_Layer_Losses Match a Tower of Expected Layers Losses
PiecewisePareto_ML_Estimator_Alpha Maximum Likelihood Estimation of the Alphas of the Piecewise Pareto Distribution
PiecewisePareto_PDF Density of the Piecewise Pareto Distribution
pPareto Distribution Function of the Pareto Distribution
pPiecewisePareto Distribution Function of the Piecewise Pareto Distribution
qPareto Quantile Function of the Pareto Distribution
qPiecewisePareto Quantile Function of the Piecewise Pareto Distribution
rPareto Simulation of the Pareto Distribution
rPiecewisePareto Simulation of the Piecewise Pareto Distribution