VoseRuinSeverity

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VoseRuin(ClaimInterval,ClaimSize,InitialReserve,PolicyPrice,PolicySalesRate,Horizon,DividendThreshold, Discountrate)

VoseRuinSeverity is a function that only returns that part of the VoseRuin function that gives you the severity of depletion if the resources (InitialReserve) are depleted before the time horizon (Horizon).

If resources are not depleted before the time horizon, this function returns 0.

ClaimInterval - the distribution of time between each impact. Must be a distribution object.
Claimsize - the distribution of the size of each impact. Must be a non-negative distribution object.
Initial reserve - the funds available at time zero. This should be a value greater than zero.
PolicyPrice - the income generated by selling an individual policy. This should be a value greater than zero.
PolicySalesRate - the time between each income.
Horizon - the time horizon against which to compare whether a ruin event occurs or not.
DividendTreshold - (optional) the level of funds above which they are used for dividend.
DiscountRate - (optional) the discount rate (per time unit) to be applied to the dividend cashflows. This must be a value greater than or equal to zero.

As this function takes many parameters, we recommend using the Ruin window for performing this calculation to avoid errors.