Calculate risk using a Poisson log-normal model. The number of events per time period is
calculated using rpois(runs, lambda) and total loss for each time period using
sum(rlnorm(events, meanlog, sdlog)).
Usage
calc_risk(risk, lambda, meanlog, sdlog, runs = 1e+05)
Arguments
- risk
Risk name (a string)
- lambda
Parameter passed to rpois()
- meanlog
Parameter passed to rlnorm()
- sdlog
Parameter passed to rlnorm()
- runs
Number of simulations
Value
A tibble of runs rows containing the number of events (events), and the total value
of losses (losses) for each run.