Casualty Actuarial Society Individual Claim Simulator

CDFPlot-methods | Plotting the CDF of data and fitted distribution |

ChiSqrTest-methods | Chi-Squared Test |

claimdata | Sample Claim Data |

claimFitting-methods | Claim data fitting analysis at line/type/status level |

claimSample-methods | Claim simulation at line/type/status level |

claimSimulation-methods | Claim simulation at line/type/status level |

ClaimType-class | An S4 class to represent a claim type. |

copulaDataPlot-methods | Experience data plotting. |

copulaFit-methods | Copula fitting |

copulaFitPlot-methods | Visualization Copula fitting |

CopulaObj-class | An S4 class to represent a copula object to model the... |

copulaPlot-methods | Copula plotting. Only for 2 or 3 variables |

copulaSample-methods | Copula sampling. It will generate correlated variables or... |

Density-methods | Density function. |

DevFac-class | An S4 class to represent a loss development schedule. |

Distribution-class | An S4 class to represent a distribution, either parametric or... |

doPlot-methods | Plot function. |

doSample-methods | Sampling from the distribution. |

empirical | Cumulative probability function of empirical distribution... |

expectZeros | Get the expected P0 based on settlement/close year. |

FitDist-class | An S4 class to represent distribution fitting. |

fitPlot-methods | Compare the raw data and fitted distribution on density, CDF,... |

getCopula-methods | Get the R copula object. |

getIndex-methods | Retrieve index value based on dates. |

getObservation-methods | Get input data from an object. |

getTrend-methods | Get the trend index. |

Index-class | An S4 class to represent a time index for frequency or... |

KSTest-methods | K-S Test |

loglik | Negative Loglikelihood. |

observationPlot-methods | Plotting the data for distribution fitting |

pareto | Moment function of Pareto Distribution (PDF:... |

PDFPlot-methods | Plotting the PDF of data and fitted distribution |

plotText | Plot text content |

PPPlot-methods | P-P Plot of data and fitted distribution |

Probability-methods | Probability function. |

QQPlot-methods | Q-Q Plot of data and fitted distribution |

Quantile-methods | Quantile function. |

rreopen | Simulate whether closed claims will be reopened or not. |

sampleKurtosis-methods | Calculate the excess kurtosis of 10000 sampled values from... |

sampleMean-methods | Calculate the mean of 100000 sampled values from the... |

sampleSd-methods | Calculate the standard deviation of 10000 sampled values from... |

sampleSkew-methods | Calculate the skewness of 10000 sampled values from the... |

setAnnualizedRate-methods | Set the annualized level rate to construct the index. Only... |

setCopulaParam-methods | Set copula parameters. |

setCopulaType-methods | Set copula type. |

setDevFac-methods | Set up an IBNER loss development schedule. |

setDf-methods | Set the degree of freedom for t Copula. |

setDimension-methods | Set the dimension of the copula. |

setDispstr-methods | Set parameter matrix format of Elliptical copula. |

setEmpirical-methods | Set the list of values and corresponding probabilities... |

setFacModel-methods | Determine whether the development factor is determined by a... |

setFitdata-methods | Preparing the input data (observation) for distribution... |

setfitmethod-methods | Set distribution fitting method. |

setFittedDist-methods | Directly set the fitted distribution without fitting it to... |

setfreq-methods | Set the data frequency. |

setFun-methods | Set the model format/link function... |

setidate-methods | Set whether occurrence dates will be used for frequency data. |

setID-methods | setID Set the ID for an object |

setifreq-methods | Set the data type: frequency or severity/time lag. |

setIndex-methods | Set up a time index for frequency or severity. |

setMarginal-methods | Set the marginal distributions of the copula. |

setMeanList-methods | Set the year-to-year loss development factor. |

setMin-methods | Set the minimum of the distribution. For example, the... |

setMonthlyIndex-methods | Set monthly index values. |

setObservation-methods | Input the raw data. |

setParams-methods | Set distribution parameters. |

setParas-methods | Set the values of model parameters. |

setprobs-methods | Set the percentiles to be matched. Only used when qme is... |

setRange-methods | Set the min and max of the variable. |

setRectangle-methods | Set up the rectangle based on simulated data. |

setSeasonality-methods | Set seasonality on a monthly basis. |

setStartDate-methods | Set the start date for the claim simulation exercise |

setTabulate-methods | Determine whether the index values are constructed from a... |

setTrend-methods | Set the trend with an Index Object. |

setTrialDistErr-methods | Distribution fitting and testing. Same as setTrialDist except... |

setTrialDist-methods | Distribution fitting and testing. |

setTruncated-methods | Set the indicator of truncated distribution. |

setUpperKeep-methods | Set up the upper triangle for non-simulated data. |

setUpperTriangle-methods | Set up the upper triangle based on claim data. |

setVolList-methods | Set the year-to-year loss development factor volatility. |

setXname-methods | Set additional explanatory variable names. |

setYearlyIndex-methods | Set yearly index values. |

shiftIndex-methods | Shift monthly index with a new start date and replace the... |

simP0 | Simulate whether claims will have zero payment. |

simReport-methods | Generate claim simulation result report in html |

simSummary-methods | Claim simulation result summary |

simTriangle-methods | Claim simulation result triangles |

Simulation-class | An S4 class to represent a simulation task. |

tbeta | Density function of Truncated Beta Distribution |

TEKurt-methods | Calculate Theoretical Excessive Kurtosis of distribution. min... |

tempirical | Density function of truncated empirical distribution |

texp | Density function of Truncated Exponential Distribution |

tgamma | Density function of Truncated Gamma Distribution |

tgeom | Density function of Truncated Geometric Distribution |

tlnorm | Density function of Truncated Lognormal Distribution |

TMean-methods | Calculate Theoretical Mean of distribution. min and max are... |

tnbinom | Density function of Truncated Negative Binomial Distribution |

tnorm | Density function of Truncated Normal Distribution |

toDate | Convert US date mm/dd/yyyy to yyyy-mm-dd format |

tpareto | Density function of Truncated Pareto Distribution |

tpois | Density function of Truncated Poisson Distribution |

Triangle-class | An S4 class to represent a triangle or rectangle object. |

truncate | Truncate a numeric vector |

TSD-methods | Calculate Theoretical Standard Deviation of distribution. min... |

TSkewness-methods | Calculate Theoretical Skewness of distribution. min and max... |

tweibull | Density function of Truncated Weibull Distribution |

ultiDevFac | Calculate ultimate development factor based on current... |

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