Module pareto 

The single-parameter (European) Pareto distribution, optionally truncated: the standard large-loss severity in reinsurance pricing (see docs/design/pareto.md).

Structs

Pareto

Pareto distribution Pareto(t, α): P(X > x) = (t/x)^α for x ≥ t, and 1 below t. Also known as Pareto type I or single-parameter Pareto; matches the R package Pareto (pPareto(x, t, alpha)).