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 logo1. Numbered columns correspond to mixture components.
  0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 mixed
Statistic                                          
Name logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1 logo1
Limit 10.000 22.632 35.263 47.895 60.526 73.158 85.789 98.421 111.050 123.680 136.320 148.950 161.580 174.210 186.840 199.470 212.110 224.740 237.370 250.000 130.000
Attachment 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
Expected claim count 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 1.000
Expected severity 9.979 22.082 32.915 42.244 50.149 56.814 62.432 67.181 71.208 74.640 77.579 80.104 82.284 84.173 85.819 87.256 88.518 89.627 90.606 91.474 67.354
Expected loss 0.499 1.104 1.646 2.112 2.507 2.841 3.122 3.359 3.560 3.732 3.879 4.005 4.114 4.209 4.291 4.363 4.426 4.481 4.530 4.574 67.354
CV loss 0.121 0.450 0.783 1.083 1.348 1.583 1.791 1.978 2.146 2.299 2.437 2.564 2.680 2.786 2.885 2.976 3.060 3.138 3.210 3.278 0.727
Skewness loss -71.648 -21.021 -11.741 -7.739 -5.381 -3.752 -2.515 -1.516 -0.675 0.055 0.704 1.289 1.824 2.318 2.778 3.210 3.618 4.003 4.370 4.721 1.259
Empricial severity 67.353
Emprical mean loss 67.353
Empirical CV loss 0.728
Bucket 0.062
agg logo1 0.05 claim [10, 22.632, 35.263, 47.895, 60.526, 73.158, 85.789, 98.421, 111.05, 123.68, 136.32, 148.95, 161.58, 174.21, 186.84, 199.47, 212.11, 224.74, 237.37, 250] xs 0 sev lognorm 100 cv 1 fixed
Density (left) and log density (right) for program agg logo1 0.05 claim [10, 22.632, 35.263, 47.895, 60.526, 73.158, 85.789, 98.421, 111.05, 123.68, 136.32, 148.95, 161.58, 174.21, 186.84, 199.47, 212.11, 224.74, 237.37, 250] xs 0 sev lognorm 100 cv 1 fixed.