VoseAggregateMultiMC | Vose Software

VoseAggregateMultiMC

See also: Aggregate Multivariate Monte Carlo window

=VoseAggregateMultiMC({Frequency distributions},{Severity distributions},{correlation matrix})

 

 

 

Models a number of frequency-severity distribution pairs aggregated together, using pure Monte Carlo simulation. Optionally, the correlation between the frequencies can be specified.

  • {Frequency distributions} - an array of discrete distribution objects. Should be an 1xn or nx1 array.

  • {Severity distributions } - an array of severity distribution objects. Should be an 1xn or nx1 array.

  • {correlation matrix} - optional parameter specifying the matrix with correlations between the frequencies. If omitted, no correlation between the frequencies is supposed.

Also see Vose Aggregate Multivariate Monte Carlo window for an explanation about the window for this function.

 

 

 

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