pricing.alpha_between_frequencies()

The Pareto alpha between two excess frequencies.

Usage

pricing.alpha_between_frequencies(
    threshold_1, frequency_1, threshold_2, frequency_2, truncation=None
)

Parameters

threshold_1: float

frequency_1: float

threshold_2: float

frequency_2: float

truncation: float = None

Returns

float

Examples

>>> from prospicio.pricing import alpha_between_frequencies
>>> round(alpha_between_frequencies(1e6, 4.0, 2e6, 1.0), 12)

2.0