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 Sev18:. Numbered columns correspond to mixture components.
  0 mixed
Statistic    
Name Sev18: Sev18:
Limit inf inf
Attachment 0.000 0.000
Expected claim count 1.000 1.000
Expected severity 50.000 50.000
Expected loss 50.000 50.000
CV loss 0.200 0.200
Skewness loss 0.000 0.000
Empricial severity 50.000
Emprical mean loss 50.000
Empirical CV loss 0.200
Bucket 0.016
agg Sev18: 1 claim sev 10 * norm + 50 fixed
Density (left) and log density (right) for program agg Sev18: 1 claim sev 10 * norm + 50 fixed.