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.
Results
| 0 | mixed | |
|---|---|---|
| Statistic | ||
| Name | FreqNegBin | FreqNegBin |
| Limit | inf | inf |
| Attachment | 0.000 | 0.000 |
| Expected claim count | 10.000 | 10.000 |
| Expected severity | 1.000 | 1.000 |
| Expected loss | 10.000 | 10.000 |
| CV loss | 0.723 | 0.723 |
| Skewness loss | 1.307 | 1.307 |
| Empricial severity | 1.000 | |
| Emprical mean loss | 9.998 | |
| Empirical CV loss | 0.722 | |
| Bucket | 0.008 |
.svg)
agg FreqNegBin 10 claims sev sev.One (mixed gamma 0.65).