lossdat: Example loss data set

Description Usage Format Details Source Examples

Description

A minimal loss data set comprising 4 cells (referring to a 2x2 business line/event type operational risk setting).

Usage

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data("lossdat")

Format

The format is: List of 4 $ :'data.frame': 1965 obs. of 3 variables: ..$ Loss : num [1:1965] 1877 1807 918 1480 1218 ... ..$ Period: num [1:1965] 1 1 1 1 1 1 1 1 1 1 ... ..$ Date : Date[1:1965], format: "2016-12-30" "2016-12-25" "2016-12-22" ... $ :'data.frame': 2025 obs. of 3 variables: ..$ Loss : num [1:2025] 181 610 961 1312 259 ... ..$ Period: num [1:2025] 1 1 1 1 1 1 1 1 1 1 ... ..$ Date : Date[1:2025], format: "2016-12-30" "2016-12-30" "2016-12-28" ... $ :'data.frame': 1995 obs. of 3 variables: ..$ Loss : num [1:1995] 1334 1067 1068 714 1590 ... ..$ Period: num [1:1995] 1 1 1 1 1 1 1 1 1 1 ... ..$ Date : Date[1:1995], format: "2016-12-31" "2016-12-28" "2016-12-26" ... $ :'data.frame': 1941 obs. of 3 variables: ..$ Loss : num [1:1941] 650 847 242 513 264 ... ..$ Period: num [1:1941] 1 1 1 1 1 1 1 1 1 1 ... ..$ Date : Date[1:1941], format: "2016-12-31" "2016-12-28" "2016-12-22" ...

Details

4 cells with Losses, Time Stamp and Discrete-Time Period (referring to e.g., a quarterly or annual basis).

Source

Hypothetical, simulated example with bivariate dependencies between loss frequencies and severities

Examples

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OpVaR documentation built on May 29, 2018, 9:04 a.m.