Layer_Sd.PGP_Model: Standard Deviation of a Reinsurance Layer
In Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution

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

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

`CollectiveModel`	PGP_Model object.
`Cover`	Numeric. Cover of the reinsurance layer. Use `Inf` for unlimited layers.
`AttachmentPoint`	Numeric. Attachment point of the reinsurance layer.

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

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.

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