create_ylt: Create a YLT from ELT via monte carlo simulation

In eltr: Utilise Catastrophe Model Event Loss Table Outputs

Description

Create a YLT from ELT via monte carlo simulation

Usage

create_ylt(dt, sims, ann_rate, event_id, expval, mu)

Arguments

dt	a data.table with modified ELT
sims	number of years to simulate
ann_rate	event frequency
event_id	unique event identifier
expval	total amount exposed
mu	mean event loss

Value

a tidy data.table with Loss, Year and ID. Where a year simulated with zero events will show as "none"

Examples

create_ylt(create_elt(eltr::example_elt, ann_rate="rate", mu="mean", 
      sdev_i = "sdevi" , sdev_c = "sdevc", expval="exp"),
      sims=10,ann_rate = "rate" ,event_id = "id",expval = "exp",mu ="mean")

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