Measures of Risk for the Compound Poisson Risk Process with
Diffusion
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Documentation for package ‘sdprisk’ version 1.1-6
Help Pages
| adjcoef | Adjustment Coefficient |
| boundsRuinprob | Calculation or Approximation of the Probability of Ruin |
| claiminfo | Distribution Information about Individual Claim Amounts |
| dhypoexp | Hypo-Exponential Distribution |
| fftRuinprob | Calculation or Approximation of the Probability of Ruin |
| hypoexpRuinprob | Calculation or Approximation of the Probability of Ruin |
| hypoexpSensitivity | Sensitivity of the Value and Tail Value at Ruin |
| hypoexpTvaru | Tail Value at Ruin |
| hypoexpVaru | Value at Ruin |
| is.claiminfo | Distribution Information about Individual Claim Amounts |
| is.hypoexp | Distribution Information about Individual Claim Amounts |
| is.riskproc | Compound Poisson Risk Process with Diffusion |
| mgfhypoexp | Hypo-Exponential Distribution |
| phypoexp | Hypo-Exponential Distribution |
| qhypoexp | Hypo-Exponential Distribution |
| rhypoexp | Hypo-Exponential Distribution |
| riskproc | Compound Poisson Risk Process with Diffusion |
| ruinprob | Calculation or Approximation of the Probability of Ruin |
| saddlepointRuinprob | Calculation or Approximation of the Probability of Ruin |
| saddlepointSensitivity | Sensitivity of the Value and Tail Value at Ruin |
| saddlepointTvaru | Tail Value at Ruin |
| saddlepointVaru | Value at Ruin |
| sensitivity | Sensitivity of the Value and Tail Value at Ruin |
| tvaru | Tail Value at Ruin |
| varu | Value at Ruin |