R: The Pareto, Piecewise Pareto and Generalized Pareto Distribution

# The Pareto, Piecewise Pareto and Generalized Pareto Distribution

## Documentation for package ‘Pareto’ version 2.4.5

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

dGenPareto | Density of the generalized Pareto Distribution
dPareto | Density of the Pareto Distribution
dPiecewisePareto | Density of the Piecewise Pareto Distribution
Example1_AP | Example data: Attachment Points
Example1_EL | Example data: Expected Losses
Excess_Frequency | Expected Frequency in Excess of a Threshold
Excess_Frequency.PGP_Model | Expected Frequency in Excess of a Threshold
Excess_Frequency.PPP_Model | Expected Frequency in Excess of a Threshold
Fit_PML_Curve | Fits a Collective Model to a PML Curve
Fit_References | Fit a Collective Model to a Wishlist of References
GenPareto_Layer_Mean | Layer Mean of the generalized Pareto Distribution
GenPareto_Layer_SM | Second Layer Moment of the Generalized Pareto Distribution
GenPareto_Layer_Var | Layer Variance of the Generalized Pareto Distribution
GenPareto_ML_Estimator_Alpha | Maximum Likelihood Estimation of the Pareto Alphas of a Generalized Pareto Distribution
is.PGP_Model | Check if an object is a PGP_Model
is.PPP_Model | Check if an object is a PPP_Model
is.valid.PGP_Model | Check if an object is a valid PGP_Model
is.valid.PPP_Model | Check if an object is a valid PPP_Model
Layer_Mean | Expected Loss of a Reinsurance Layer
Layer_Mean.PGP_Model | Expected Loss of a Reinsurance Layer
Layer_Mean.PPP_Model | Expected Loss of a Reinsurance Layer
Layer_Sd | Standard Deviation of a Reinsurance Layer
Layer_Sd.PGP_Model | Standard Deviation of a Reinsurance Layer
Layer_Sd.PPP_Model | Standard Deviation of a Reinsurance Layer
Layer_Var | Variance of a Reinsurance Layer
Layer_Var.PGP_Model | Variance of a Reinsurance Layer
Layer_Var.PPP_Model | Variance of a Reinsurance Layer
Local_Pareto_Alpha | Local Pareto Alpha
Pareto_CDF | Distribution Function of the Pareto Distribution
Pareto_Extrapolation | Pareto Extrapolation
Pareto_Find_Alpha_btw_FQs | Pareto Alpha Between Two Frequencies
Pareto_Find_Alpha_btw_FQ_Layer | Pareto Alpha Between a Frequency and a Layer
Pareto_Find_Alpha_btw_Layers | Pareto Alpha Between Two Layers
Pareto_Layer_Mean | Layer Mean of the Pareto Distribution
Pareto_Layer_SM | Second Layer Moment of the Pareto Distribution
Pareto_Layer_Var | Layer Variance of the Pareto Distribution
Pareto_ML_Estimator_Alpha | Maximum Likelihood Estimation of the Alpha of a Pareto distribution
Pareto_PDF | Density of the Pareto Distribution
pGenPareto | Distribution Function of the generalized Pareto Distribution
PGP_Model | PGP_Model (Collective Panjer & Generalized Pareto Model) Object
PiecewisePareto_CDF | Distribution Function of the Piecewise Pareto Distribution
PiecewisePareto_Layer_Mean | Layer Mean of the Piecewise Pareto Distribution
PiecewisePareto_Layer_SM | Second Layer Moment of the Piecewise Pareto Distribution
PiecewisePareto_Layer_Var | Layer Variance of the Piecewise Pareto Distribution
PiecewisePareto_Match_Layer_Losses | Match a Tower of Expected Layers Losses
PiecewisePareto_ML_Estimator_Alpha | Maximum Likelihood Estimation of the Alphas of the Piecewise Pareto Distribution
PiecewisePareto_PDF | Density of the Piecewise Pareto Distribution
pPareto | Distribution Function of the Pareto Distribution
pPiecewisePareto | Distribution Function of the Piecewise Pareto Distribution
PPP_Model | PPP_Model (Collective Panjer & Piecewise Pareto Model) Object
PPP_Model_Excess_Frequency | Expected Frequency in Excess of a Threshold
PPP_Model_Exp_Layer_Loss | Expected Loss of a Reinsurance Layer
PPP_Model_Layer_Sd | Standard Deviation of a Reinsurance Layer
PPP_Model_Layer_Var | Variance of a Reinsurance Layer
PPP_Model_Simulate | Simulate Losses with a PPP_Model
print.PGP_Model | Print a PGP_Model Object (Collective Panjer & Generalized Pareto Model) Object
print.PPP_Model | Print a PPP_Model Object (Collective Panjer & Piecewise Pareto Model) Object
qGenPareto | Quantile Function of the generalized Pareto Distribution
qPareto | Quantile Function of the Pareto Distribution
qPiecewisePareto | Quantile Function of the Piecewise Pareto Distribution
rGenPareto | Simulation of the generalized Pareto Distribution
rPareto | Simulation of the Pareto Distribution
rPiecewisePareto | Simulation of the Piecewise Pareto Distribution
Simulate_Losses | Simulate Losses with a Collective Model
Simulate_Losses.PGP_Model | Simulate Losses with a PGP_Model
Simulate_Losses.PPP_Model | Simulate Losses with a PPP_Model