R/sensitivity.R

In sdprisk: Measures of Risk for the Compound Poisson Risk Process with Diffusion

Defines functions sensitivity

Documented in sensitivity

sensitivity <- function(process, method = c('saddlepoint', 'hypoexp'), ...) {
    stopifnot(is.riskproc(process))
    switch(match.arg(method),
           saddlepoint = saddlepointSensitivity(process, ...),
           hypoexp     = hypoexpSensitivity(process, ...))
}

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