read.loss: Loss reading

Description Usage Arguments Value See Also Examples

Description

Function reading losses (dates and amounts) from object of type loss.data.object for given risk category and business lines.

Usage

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read.loss(b, r, data)

Arguments

b

business line number

r

risk category number

data

object of type loss.data.object

Value

List with two columnes, first with dates of events and second with loss amount.

See Also

is.element, loss.data.object

Examples

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data(loss.data.object)

loss.data.object$blines[1] # business line "Agency Services"
loss.data.object$rcateg[2] # risk category "Clients, Products & Business Practices"
x<- read.loss(1,2,loss.data.object) # reads losses (dates and amounts)
head(x)

barryrowlingson/opVaR documentation built on May 11, 2019, 7:24 p.m.