Layer_Sd.PGP_Model: Standard Deviation of a Reinsurance Layer

Description Usage Arguments Value Examples

View source: R/CollectiveModelMethods.R

Description

Calculates the standard deviation of the loss in a reinsurance layer for a PGP_model

Usage

1
2
## S3 method for class 'PGP_Model'
Layer_Sd(CollectiveModel, Cover = Inf, AttachmentPoint = 0)

Arguments

CollectiveModel

PGP_Model object.

Cover

Numeric. Cover of the reinsurance layer. Use Inf for unlimited layers.

AttachmentPoint

Numeric. Attachment point of the reinsurance layer.

Value

The standard deviation of the loss in the layer Cover xs AttachmentPoint for the given CollectiveModel

Examples

1
2
3
4
PGPM <- PGP_Model(2, 1000, 1, 2, dispersion = 2)
PGPM
Example1_Cov <- c(diff(Example1_AP), Inf)
Layer_Sd(PGPM, Example1_Cov, Example1_AP)

Pareto documentation built on March 3, 2021, 5:07 p.m.