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Azeddine
Obsidian | Level 7

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;

1 REPLY 1
Azeddine
Obsidian | Level 7

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

 

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