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

In jfkingiii/layers: Reinsurance Layers and Metrics

Description

Summarize the portfolio parameters, and compute some metrics for the portfolio

Usage

## S3 method for class 'portfolio'
summary(object, ...)

Arguments

object	The portfolio to calculate metrics for.
...	Objects to be passed to subsequent methods, if they existed.

Value

An object of class summary.portfolio containing layer parameters, mean, standard deviation, VaR and tVaR (AEP).

Examples

layer1 <- layer(100000, 100000, 1, "yelt_test", lobs="PHYSICIANS")
layer2 <- layer(100000, 200000, 1, "yelt_test", lobs="PHYSICIANS")
layer3 <- layer(100000, 300000, 1, "yelt_test", lobs="PHYSICIANS")
P <- portfolio(layer1, layer2, layer3)
summary(P)

jfkingiii/layers documentation built on July 21, 2020, 8:57 p.m.