VoseRuinMaxSeverity

See also: VoseRuin

VoseRuin(ClaimInterval,ClaimSize,InitialReserve,PolicyPrice,PolicySalesRate,Horizon,DividendThreshold, Discountrate)

 

 

 

Returns the part of the VoseRuin function with the deepest level below zero the funds drop before the time horizon. Returns 0 if the funds never drop below zero.

  • ClaimInterval - the distribution of time between each impact. Must be a distribution object.

  • Claimsize - the distribution of the size of each impact. Must be a non-negative distribution object.

  • Initial reserve - the funds available at time zero. This should be a value greater than zero.

  • PolicyPrice - the income generated by selling an individual policy. This should be a value greater than zero.

  • PolicySalesRate - the time between each income.

  • Horizon - the time horizon against which to compare whether a ruin event occurs or not.

  • DividendTreshold - (optional) the level of funds above which they are used for dividend.

  • DiscountRate - (optional) the discount rate (per time unit) to be applied to the dividend cashflows. This must be a value greater than or equal to zero.

As this function takes many parameters, we recommend using the Ruin window for performing this calculation to avoid errors.

 

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