# i run the following after fitting claims data into the negative binomial as the frequency distribution and the lognormal for the severity distribution using the package "fitdistrplus".
require(actuar) fx<- discretize(plnorm(x,11.69,0.79331),method="unbiased",step=500,from=0, to=qlnorm(1-1E-6,11.69,0.79331),lev=levlnorm(x,11.69,0.79331)) pb<- 2.6/18.6 pn<- dnbinom(0:qnbinom(1-1E-6,size=2.6,prob=pb),size=2.6,prob=pb) Fs<- aggregateDist("convolution",model.sev=fx,model.freq=pn,x.scale=1,tol=1E-6) # The Fs function stalls and does not produce and output. Can anyoen advise why this is the case? # On the other hand does the convolution method require iterations. # In case the function Fs run successfully how are the parameters of the Fs distribution extracted. How would the same parameters be related to an existing portfolio of outstanding claims. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.