mbbefd

Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

Giorgio Alfredo Spedicato, Christophe Dutang

Last update: 28 August 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.8.10, 0.1, 0.5.0.1, 0.5, 0.6.1, 0.6, 0.7, 0.8-0, 0.8-5, 0.8.7, 0.8.8.1, 0.8.8.2, 0.8.8.3, 0.8.8.5, 0.8.8, 0.8.9.1, 0.8.11

Description

Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignette shows code snippets to fit the distribution to empirical data. See, e.g., Bernegger (1997) <doi:10.2143/AST.27.1.563208> freely available on-line.

Cites work

The Swiss Re Exposure Curves and the MBBEFD Distribution Class

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