Constructing a scenarioRisk
scenarioRisk is the constructor for the
S3 class scenarioRisk. It allows to build for scenarios (stress-tests).
scenarioRisk(name, probability, currency, effect)
name |
character value. The names of the scenarios. This should not contain duplicated names. |
probability |
numeric value. The probability of the respective scenarios. Probabilities must take values between 0 and 1, i.e. must be in (0, 1). |
currency |
character value. The currencies in which the effect are expressed.
Please note that |
effect |
numeric value. The effects associated with each
scenario on the risk-bearing-capital (RBC). This must be expressed
in the same currency as |
An S3 object, instance of the class scenarioRisk.
All parameters must be of equal length.
# Creating new scenarioRisk.
scenarios <- scenarioRisk(name = c("earthquake",
"real estate crash"),
probability = c(0.001, 0.01),
currency = c("CHF", "CHF"),
effect = c(1000, 10000))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.