PPP_Model_Layer_Sd {Pareto}

Standard Deviation of a Reinsurance Layer

Description

Calculates the standard deviation of the loss in a reinsurance layer for a PPP_Model

Usage

PPP_Model_Layer_Sd(Cover, AttachmentPoint, PPP_Model)

Arguments

Cover

Numeric. Cover of the reinsurance layer. Use Inf for unlimited layers.

AttachmentPoint

Numeric. Attachment point of the reinsurance layer.

PPP_Model

PPP_Model object.

Value

The standard deviation of the loss in the layer Cover xs AttachmentPoint for the given PPP_Model

Examples

PPPM <- PiecewisePareto_Match_Layer_Losses(Example1_AP, Example1_EL)
PPPM
Example1_Cov <- c(diff(Example1_AP), Inf)
Layer_Sd(PPPM, Example1_Cov, Example1_AP)