from
Reinsurance Demo
by Kas Sharma Demo: GUI that prices a reinsurance contract based on "Excess of Loss" terms.
tparetornd(n, Bpar, Qpar, Ppar, Spar, Tpar)
function result = tparetornd(n, Bpar, Qpar, Ppar, Spar, Tpar)
% Functions for the ISO trunctated Pareto
% Jim Sandor, Aug 17 1999
% Modified May 2000 to handle non-shifted non-truncated pareto (i.e. 2-parameter pareto)
% Modified Jul 31 2000 to fix density for non-shifted non-truncated pareto (i.e. 2-parameter pareto)
% January 2002, Ported into MATLAB
% Random Numbers
% Checks if Truncated Pareto (1+5 arguments) or standard two-parameter Pareto (1+2 arguments)
% If Two-Parameter Pareto then set other arguments = 0
if nargin == 3
Ppar = 0;
Spar = 0;
Tpar = 0;
end
%uses inverse function to generate random values
result = tparetoinv(rand(n),Bpar, Qpar, Ppar, Spar, Tpar);