[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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