% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/distrib.R
\name{lossdistrib2.truncated}
\alias{lossdistrib2.truncated}
\title{Loss distribution truncated version}
\usage{
lossdistrib2.truncated(p, w, S, N, cutoff = N)
}
\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{
a Numeric vector of size \code{N} computing the loss distribution
}
\description{
\code{lossdistrib2.truncated} computes the probability distribution of a sum
of independent Bernouilli variables with unequal probabilities up
to a cutoff N.
}
\details{
This is actually slower than \code{lossdistrib2}, but in C this is
twice as fast. For high severities, M can become bigger than the cutoff, and
there is some probability mass escaping.
}