a package to help analyse outputs from catastrophe models in a reinsurance context
You can find eltr on CRAN or the development version on github
My goal with this package is to create functions which are helpful to analysing Catastrophe model outputs particularly in a re-insurance context.
Intial documentation can be found here.
This first release is intended to be a foundation upon which to build. I have a pipeline of features to be added but would welcome ideas for development.
Please feel free to raise an issue here
create_elt transforms a raw elt into a object with beta distribution parameters for secondary uncertainty
create_ylt runs a monte carlo simulation assuming a poisson distribution for primary uncertainty
create_oep_curve calculates exceedance probability and returns the occurrence loss at specified return periods
layer_loss calculates limited loss to layer