View source: R/CollectiveModelMethods.R
Layer_Var | R Documentation |
Calculates the variance of the loss in a reinsurance layer for a collective model
Layer_Var(CollectiveModel, Cover = Inf, AttachmentPoint = 0)
CollectiveModel |
A collective model object. Currently only |
Cover |
Numeric. Cover of the reinsurance layer. Use |
AttachmentPoint |
Numeric. Attachment point of the reinsurance layer. |
The variance of the loss in the layer Cover
xs AttachmentPoint
for the given CollectiveModel
PPPM <- PiecewisePareto_Match_Layer_Losses(Example1_AP, Example1_EL)
PPPM
Example1_Cov <- c(diff(Example1_AP), Inf)
Layer_Var(PPPM, Example1_Cov, Example1_AP)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.