lifeRisk: Constructing a LifeRisk

Description Usage Arguments Value See Also Examples

View source: R/lifeRisk-base.R

Description

lifeRisk is the constructor for the S3 class lifeRisk. It allows to build for life insurance risks parameters.

Usage

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lifeRisk(corr.mat, quantile)

Arguments

corr.mat

matrix of numeric values. This must be a valid correlation matrix and should have names, i.e. attributes colnames and rownames indicating the names of the corresponding life insurance risk-factors.

quantile

positive numeric value smaller than one representing the probabilities at which the life sensitivities will be interpreted as (1-quantile)-quantiles.

Value

an S3 object, instance of the class lifeRisk.

See Also

summary.lifeRisk, print.lifeRisk, simulate.lifeRisk, compute.lifeRisk.

Examples

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# Creating new lifeRisks.

corr.mat <- diag(rep(1, 2))
colnames(corr.mat) <- c("invalidity", "longetivity")
rownames(corr.mat) <- colnames(corr.mat)

lifeRisk1 <- lifeRisk(corr.mat  = corr.mat,
                      quantile = c(0.995, 0.995))

sstModel documentation built on May 4, 2018, 1:04 a.m.