OEP Curve

Source: R/cat_functions.R

OEP Curve

create_oep_curve(
  dt,
  y,
  z,
  rp = c(10000, 5000, 1000, 500, 250, 200, 100, 50, 25, 10, 5, 2)
)

Arguments

dt

aggregate annual YLT
y

vector of year
z

vector of loss amount
rp

return period default points= c(10000,5000,1000,500,250,200,100,50, 25,10,5 , 2)

Value

a vector of OEP at return periods as specified by the argument rp

Examples

create_oep_curve(data.table::data.table("Year" = c(1,2,3,4,5) , 
          "Loss" =c(1 , 20 , 500 , 100 , 10000)) , y= "Year", z="Loss")

#>     return_period    OEP
#>  1:         10000 9996.2
#>  2:          5000 9992.4
#>  3:          1000 9962.0
#>  4:           500 9924.0
#>  5:           250 9848.0
#>  6:           200 9810.0
#>  7:           100 9620.0
#>  8:            50 9240.0
#>  9:            25 8480.0
#> 10:            10 6200.0
#> 11:             5 2400.0
#> 12:             2  100.0