Example 6: Create an Aggregate
Distribution from a User Cat Distribution
Click compute to see results...
- As in the previous example, input a severity distribution X, and a frequency
distribution N; the model computes X1 + ... + XN using FFT
- Here severity can be specified as a sample or as a
- Sample---AIR style input, after the AIR cat model's
1000 point samples: model handles bucketting the input severity into the
- Density, or pairs (loss, Pr(loss))---RMS style input,
after the RMS "EP" output format. Again, model handles bucketting the input
severity into the appropriate format.
- Examples show simple (short) and longer AIR and RMS
- All data is from a simulation; not actual model output.
- Arbitrarily long vectors can be pasted into the text
- Shifted Lognormal Parameters shown for the
aggregate distribution. Approximation also shown in
plot of aggregate.
References to Wang