actuar (version 0.9-3)

quantile.aggregateDist: Quantiles of Aggregate Claim Amount Distribution

Description

Quantile method for objects of class "aggregateDist".

Usage

## S3 method for class 'aggregateDist':
quantile(x, 
         probs = c(0.25, 0.5, 0.75, 0.9, 0.95, 0.975, 0.99, 0.995),
         approx.lin = FALSE, names = TRUE, ...)

Arguments

x

an object of class "aggregateDist".

probs

numeric vector of probabilities with values in $[0, 1)$.

approx.lin

logical; when TRUE and x is a step function, quantiles are linearly interpolated between knots.

names

logical; if true, the result has a 'names' attribute. Set to 'FALSE' for speedup with many 'probs'.

...

further arguments passed to or from other methods.

Value

• A numeric vector, named if names is TRUE.

Details

The quantiles are taken directly from the cumulative distribution function defined in x. Linear interpolation is available for step functions.

See Also

aggregateDist

Examples

model.freq <- expression(data = rpois(3))
model.sev <- expression(data = rlnorm(10, 1.5))
Fs <- aggregateDist("simulation", model.freq, model.sev, nb.simul = 1000)
quantile(Fs, probs = c(0.25, 0.5, 0.75))