Constructing a LifeRisk
lifeRisk is the constructor for the
S3 class lifeRisk. It allows to build for life
insurance risks parameters.
lifeRisk(corr.mat, quantile)
corr.mat |
matrix of numeric values. This must be a valid
correlation matrix and should have names, i.e. attributes
|
quantile |
positive numeric value smaller than one representing the probabilities
at which the life sensitivities will be interpreted as (1- |
an S3 object, instance of the class lifeRisk.
# Creating new lifeRisks.
corr.mat <- diag(rep(1, 2))
colnames(corr.mat) <- c("invalidity", "longetivity")
rownames(corr.mat) <- colnames(corr.mat)
lifeRisk1 <- lifeRisk(corr.mat = corr.mat,
quantile = c(0.995, 0.995))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.