PROC HCPDM

Azeddine — Fri, 24 Jun 2016 16:13:16 GMT

Hello,

I would like to simulate data without frequency model:

Exemple of what i want because i need the output of proc hcpdm:

proc hpcdm ~~countstore=countStorePoisson~~ severityest=sevest

seed=13579/*graine de simulation*/

nreplicates=10000/*nb d'années simulés*/

plots=(edf(alpha=0.05) pdf density)

print=(summarystatistics percentiles);

severitymodel gamma;

output out=aggregateLossSample samplevar=aggloss;

outsum out=aggregateLossSummary mean stddev skewness kurtosis

p01 p05 p95 p995=var pctlpts=90 97.5;

run;

Regards;

Re: PROC HCPDM

Azeddine — Fri, 24 Jun 2016 16:14:29 GMT

I would like the hcpdm for severity only, i would a frequency equal to a constant 1.