MBBEFD cumulative loss distribution should be used in your MBBEFD example, not G(x) exposure curve.#3
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…, the exposure curve Signed-off-by: David Handschke <hdavid333@live.com>
Signed-off-by: David Handschke <hdavid333@live.com>
hdavid333
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I think your MBBEFD example does not work. Seems it should use CDF F(x) of MBBEFD, not exposure curve G(x).
Because I was unsure of this, I created aggregate that should be completely fixed at exactly 1 claim per exposure, close to 1.000 loss intensity, E(X). This worked as expected using CDF F(x), and not as expected using G(x) provided in your example.
I tried to test fix completely in build of .rst, but don't know how to build .rst. I did test however via copy paste of the code chunks.
Demonstration of test is in html files of "issue-raised" folder of MBBEFD-edit branch in my copy of the repo.
Getting right loss degree using MBBEFD CDF, F(x)
https://htmlpreview.github.io/?https://github.com/hdavid333/aggregate/blob/MBBEFD-edit/issue_raised/agg%20MBBEFD%20using%20CDF.html
Not getting right loss degree using exposure curve, G(x)
https://htmlpreview.github.io/?https://github.com/hdavid333/aggregate/blob/MBBEFD-edit/issue_raised/agg%20using%20G%20(which%20does%20not%20seem%20correct%20as%20used).html