Reinsurance Layers and Metrics

AAL | A function to calculate Average Annual Loss (AAL) from a... |

expected | Compute the expected losses ceded to the layer or portfolio. |

explode | Explodes a list of porfolios into a list of layers. |

layer | Create a layer object. |

minus | Change the sign of the losses in a layer or portfolio. |

portfolio | Create a portfolio object. |

print.layer | Print function for objects of class layer. |

print.portfolio | Print function for objects of class portfolio. |

print.summary.layer | Print function for objects of class summary.layer |

print.summary.portfolio | Print function for objects of class summary.portfolio |

stdev | Compute the standard deviation of losses ceded to the layer. |

summary.layer | Summarize the layer parameters, and compute some metrics for... |

summary.portfolio | Summarize the portfolio parameters, and compute some metrics... |

tVaR | Compute tail value at risk for the losses in the layer. |

UNLIMITED | A convenient synonym for .Machine$double.xmax; used for the... |

VaR | Compute value at risk for the losses in the layer. |

yelt_test | A sample YELT (year event loss table) |

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