PPP_Model_Simulate function

Simulate Losses with a PPP_Model

Simulates losses of a PPP_Model

PPP_Model_Simulate(n, PPP_Model)

Arguments

• n: Integer. Number of Simulations.
• PPP_Model: PPP_Model object.

Returns

A matrix where row k contains the simulated losses of the kth simulation.

Examples

PPPM <- PiecewisePareto_Match_Layer_Losses(c(1000, 2000, 3000), c(2000, 1000, 500),
                                           truncation = 10000, truncation_type = "wd")
PPPM
Simulate_Losses(PPPM, 100)