pricing.alpha_between_frequency_and_layer()

The Pareto alpha at which frequency losses a year above

Usage

pricing.alpha_between_frequency_and_layer(
    threshold, frequency, limit, attachment, expected_loss, truncation=None
)

threshold give the layer an expected loss of expected_loss.

Parameters

threshold: float

frequency: float

limit: float

attachment: float

expected_loss: float

truncation: float = None

Returns

float