Nothing
#shared settings for the simulator tests: small runs with a fixed seed keep the suite fast
#settings for a run without reinsurance; named arguments override or (with NULL) remove entries
base_settings <- function(...) {
settings <- list(
numOfSimulations = 2000,
freq_params = c(3),
sev_params = c(6, 1.5),
seedSetBinary = TRUE,
seedValue = 42,
freqDistr = "Poisson",
sevDistr = "LogNormal",
paretoSlice = FALSE,
sevCapBinary = FALSE,
reinsuranceStructureEEL = "No Reinsurance Structure",
reinsuranceStructureAL = "No Reinsurance Structure",
reinsuranceStructureLimitedReinstatements = FALSE,
multiprocessing = FALSE
)
utils::modifyList(settings, list(...))
}
#settings for a run with an each-and-every-loss layer (two reinstatements) and an aggregate layer
layered_settings <- function(...) {
settings <- base_settings(
reinsuranceStructureEEL = "Limited Layer",
reinsurance_structure_eel_dedctible_amount = 1000,
reinsurance_structure_eel_limit_amount = 5000,
reinsuranceStructureLimitedReinstatements = TRUE,
reinsuranceStructureReinstatementLimit = 2,
reinsuranceStructureAL = "Limited Layer",
reinsurance_structure_al_dedctible_amount = 500,
reinsurance_structure_al_limit_amount = 10000
)
utils::modifyList(settings, list(...))
}
run_simulation <- function(...) do.call(simulate_function, base_settings(...))
run_layered_simulation <- function(...) do.call(simulate_function, layered_settings(...))
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