order of the moment. Only order = 1 is
supported by levinvGauss.
limit
limit of the loss variable.
nu, lambda
parameters. Must be strictly positive.
x
numeric vector.
log
logical; if TRUE, the cumulant generating function
is returned.
Details
The kth raw moment of the random variable X is
E[X^k], the kth limited moment at some limit
d is E[min(X, d)^k] and the moment generating function is
E[e^{xX}].
The moment generating function is defined for x <= lambda/(2 *
nu^2).
Value
minvGauss gives the kth raw moment,
levinvGauss gives the kth moment of the limited loss
variable, and
mgfinvGauss gives the moment generating function in x.
Invalid arguments will result in return value NaN, with a warning.