Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution
Compress the event loss table
Event Loss Table
Cantelli Bound.
Chernoff Bound.
Markov Bound.
Moment Bound.
Monte Carlo Simulations.
Panjer Recursion.
Summary statistics for class ELT.
Evaluate the Probability in the Upper Tail of the Aggregate Loss Distr...
US hurricane data
Function for zooming onto a matplot(x, y, ...).
Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.