create_oep_curve: OEP Curve

In eltr: Utilise Catastrophe Model Event Loss Table Outputs

Description

OEP Curve

Usage

create_oep_curve(
  dt,
  y,
  z,
  rp = c(10000, 5000, 1000, 500, 250, 200, 100, 50, 25, 10, 5, 2)
)

Arguments

dt	aggregate annual YLT
y	vector of year
z	vector of loss amount
rp	return period default points= c(10000,5000,1000,500,250,200,100,50, 25,10,5 , 2)

Value

a vector of OEP at return periods as specified by the argument rp

Examples

create_oep_curve(data.table::data.table("Year" = c(1,2,3,4,5) , 
          "Loss" =c(1 , 20 , 500 , 100 , 10000)) , y= "Year", z="Loss")

eltr documentation built on Jan. 16, 2021, 5:05 p.m.