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 Tweedie0. Numbered columns correspond to mixture components.
  0 mixed
Statistic    
Name Tweedie0 Tweedie0
Limit inf inf
Attachment 0.000 0.000
Expected claim count 10.010 10.010
Expected severity 0.100 0.100
Expected loss 1.000 1.000
CV loss 0.316 0.316
Skewness loss 0.316 0.316
Empricial severity 0.100
Emprical mean loss 1.000
Empirical CV loss 0.316
Bucket 0.000
agg Tweedie0 10.01001 claims sev 0.0001 * gamma 999 poisson
Density (left) and log density (right) for program agg Tweedie0 10.01001 claims sev 0.0001 * gamma 999 poisson.