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+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/distrib.R
+\name{lossdist.joint}
+\alias{lossdist.joint}
+\title{recursive algorithm with first order correction to compute the joint
+probability distribution of the loss and recovery.
+For high severities, M can become bigger than N, and there is
+some probability mass escaping.}
+\usage{
+lossdist.joint(p, w, S, N, defaultflag = FALSE)
+}
+\arguments{
+\item{p}{Numeric, vector of default probabilities}
+
+\item{w}{Numeric, vector of weights}
+
+\item{S}{Numeric, vector of severities}
+
+\item{N}{Integer, number of ticks in the grid}
+
+\item{cutoff}{Integer, where to stop computing the exact probabilities}
+}
+\value{
+q Matrix of joint loss, recovery probability distribution
+colSums(q) is the recovery distribution marginal
+rowSums(q) is the loss distribution marginal
+}
+\description{
+recursive algorithm with first order correction to compute the joint
+probability distribution of the loss and recovery.
+For high severities, M can become bigger than N, and there is
+some probability mass escaping.
+}
+