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