claim_occurrence: Claim Occurrence Times

In SynthETIC: Synthetic Experience Tracking Insurance Claims

Claim Occurrence Times

Description

Returns the occurrence times of each of the claims occurring in each of the periods, assuming the occurrence time of any claim in period i is uniformly distributed between times i - 1 and i.

Usage

claim_occurrence(frequency_vector)

Arguments

frequency_vector

a vector of claim frequencies for all the periods.

Value

A list of occurrence times such that the ith component of the list gives the claim occurrence time for all claims that occurred in period i.

Examples

n_vector <- c(90, 79, 102, 78, 86, 88, 116, 84, 93, 104)
# occurrence time for all claims originating from period 1
claim_occurrence(n_vector)[[1]]

SynthETIC documentation built on Sept. 3, 2023, 5:06 p.m.