[R-sig-ins] Estimate Pareto parameter from compound distribution
Ralph Scherer
shearer.ra76 at gmail.com
Wed Aug 12 20:38:41 CEST 2015
Dear list members,
I know the value of the 0.005 percentile of a compound claim
distribution (Pareto/ Poisson).
Further I know the frequency of the percentile value which is for
example 1/10.
I am searching a formula and/or R code to calculate the parameter of the
underlying Pareto distribution..
Does anybody know a solution for the problem?
Best Wishes
Ralph
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