Layer_Var: Variance of a Reinsurance Layer

Description Usage Arguments Value Examples

View source: R/CollectiveModelMethods.R

Description

Calculates the variance of the loss in a reinsurance layer for a collective model

Usage

1
Layer_Var(CollectiveModel, Cover = Inf, AttachmentPoint = 0)

Arguments

CollectiveModel

A collective model object. Currently only PPP_Models are handled.

Cover

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

AttachmentPoint

Numeric. Attachment point of the reinsurance layer.

Value

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

Examples

1
2
3
4
PPPM <- PiecewisePareto_Match_Layer_Losses(Example1_AP, Example1_EL)
PPPM
Example1_Cov <- c(diff(Example1_AP), Inf)
Layer_Var(PPPM, Example1_Cov, Example1_AP)

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