Program Scratch Pad

Create different programs, view statistics and density plots. Check the Discrete distribution box to see the probability mass function and distributino function. Otherwise, see the aggregate and severity densities and log densities. The severity and aggregate typically have different y-axis scales.

To specify a fixed severity of one, you can enter the shorthand sev.One or the clause sev dhistogram xps [1] [1].

Reload the page to see a random example program.

Input aggregate program

Results

Audit statistics for CA. Numbered columns correspond to mixture components.
  0 1 2 mixed
Statistic        
Name CA CA CA CA
Limit 15.000 15.000 15.000 15.000
Attachment 12.000 12.000 12.000 12.000
Expected claim count 6.827 10.501 4.036 21.364
Expected severity 10.986 11.903 12.388 11.702
Expected loss 75.000 125.000 50.000 250.000
CV loss 0.583 0.521 0.665 0.464
Skewness loss 0.866 0.832 0.914 0.810
Empricial severity 11.702
Emprical mean loss 249.988
Empirical CV loss 0.464
Bucket 0.125
agg CA 500 prem at .5 lr  15 x 12 sev      gamma 12 cv [2 3 4] wt [.3 .5 .2] mixed gamma 0.4
Density (left) and log density (right) for program agg CA 500 prem at .5 lr 15 x 12 sev gamma 12 cv [2 3 4] wt [.3 .5 .2] mixed gamma 0.4.