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 dHist1. Numbered columns correspond to mixture components.
  0 mixed
Statistic    
Name dHist1 dHist1
Limit inf inf
Attachment 0.000 0.000
Expected claim count 1.000 1.000
Expected severity 11.500 11.500
Expected loss 11.500 11.500
CV loss 1.285 1.285
Skewness loss 1.256 1.256
Empricial severity 11.500
Emprical mean loss 11.500
Empirical CV loss 1.285
Bucket 0.016
agg dHist1 1   claim sev dhistogram xps [1, 10, 40] [.5, .3, .2] fixed
Density (left) and log density (right) for program agg dHist1 1 claim sev dhistogram xps [1, 10, 40] [.5, .3, .2] fixed.