Man pages for jfkingiii/layers
Reinsurance Layers and Metrics

AALA function to calculate Average Annual Loss (AAL) from a...
expectedCompute the expected losses ceded to the layer or portfolio.
explodeExplodes a list of porfolios into a list of layers.
layerCreate a layer object.
minusChange the sign of the losses in a layer or portfolio.
portfolioCreate a portfolio object.
print.layerPrint function for objects of class layer.
print.portfolioPrint function for objects of class portfolio.
print.summary.layerPrint function for objects of class summary.layer
print.summary.portfolioPrint function for objects of class summary.portfolio
stdevCompute the standard deviation of losses ceded to the layer.
summary.layerSummarize the layer parameters, and compute some metrics for...
summary.portfolioSummarize the portfolio parameters, and compute some metrics...
tVaRCompute tail value at risk for the losses in the layer.
UNLIMITEDA convenient synonym for .Machine$double.xmax; used for the...
VaRCompute value at risk for the losses in the layer.
yelt_testA sample YELT (year event loss table)
jfkingiii/layers documentation built on July 21, 2020, 8:57 p.m.