Man pages for cascsim
Casualty Actuarial Society Individual Claim Simulator

CDFPlot-methodsPlotting the CDF of data and fitted distribution
ChiSqrTest-methodsChi-Squared Test
claimdataSample Claim Data
claimFitting-methodsClaim data fitting analysis at line/type/status level
claimSample-methodsClaim simulation at line/type/status level
claimSimulation-methodsClaim simulation at line/type/status level
ClaimType-classAn S4 class to represent a claim type.
copulaDataPlot-methodsExperience data plotting.
copulaFit-methodsCopula fitting
copulaFitPlot-methodsVisualization Copula fitting
CopulaObj-classAn S4 class to represent a copula object to model the...
copulaPlot-methodsCopula plotting. Only for 2 or 3 variables
copulaSample-methodsCopula sampling. It will generate correlated variables or...
Density-methodsDensity function.
DevFac-classAn S4 class to represent a loss development schedule.
Distribution-classAn S4 class to represent a distribution, either parametric or...
doPlot-methodsPlot function.
doSample-methodsSampling from the distribution.
empiricalCumulative probability function of empirical distribution...
expectZerosGet the expected P0 based on settlement/close year.
FitDist-classAn S4 class to represent distribution fitting.
fitPlot-methodsCompare the raw data and fitted distribution on density, CDF,...
getCopula-methodsGet the R copula object.
getIndex-methodsRetrieve index value based on dates.
getObservation-methodsGet input data from an object.
getTrend-methodsGet the trend index.
Index-classAn S4 class to represent a time index for frequency or...
KSTest-methodsK-S Test
loglikNegative Loglikelihood.
observationPlot-methodsPlotting the data for distribution fitting
paretoMoment function of Pareto Distribution (PDF:...
PDFPlot-methodsPlotting the PDF of data and fitted distribution
plotTextPlot text content
PPPlot-methodsP-P Plot of data and fitted distribution
Probability-methodsProbability function.
QQPlot-methodsQ-Q Plot of data and fitted distribution
Quantile-methodsQuantile function.
rreopenSimulate whether closed claims will be reopened or not.
sampleKurtosis-methodsCalculate the excess kurtosis of 10000 sampled values from...
sampleMean-methodsCalculate the mean of 100000 sampled values from the...
sampleSd-methodsCalculate the standard deviation of 10000 sampled values from...
sampleSkew-methodsCalculate the skewness of 10000 sampled values from the...
setAnnualizedRate-methodsSet the annualized level rate to construct the index. Only...
setCopulaParam-methodsSet copula parameters.
setCopulaType-methodsSet copula type.
setDevFac-methodsSet up an IBNER loss development schedule.
setDf-methodsSet the degree of freedom for t Copula.
setDimension-methodsSet the dimension of the copula.
setDispstr-methodsSet parameter matrix format of Elliptical copula.
setEmpirical-methodsSet the list of values and corresponding probabilities...
setFacModel-methodsDetermine whether the development factor is determined by a...
setFitdata-methodsPreparing the input data (observation) for distribution...
setfitmethod-methodsSet distribution fitting method.
setFittedDist-methodsDirectly set the fitted distribution without fitting it to...
setfreq-methodsSet the data frequency.
setFun-methodsSet the model format/link function...
setidate-methodsSet whether occurrence dates will be used for frequency data.
setID-methodssetID Set the ID for an object
setifreq-methodsSet the data type: frequency or severity/time lag.
setIndex-methodsSet up a time index for frequency or severity.
setMarginal-methodsSet the marginal distributions of the copula.
setMeanList-methodsSet the year-to-year loss development factor.
setMin-methodsSet the minimum of the distribution. For example, the...
setMonthlyIndex-methodsSet monthly index values.
setObservation-methodsInput the raw data.
setParams-methodsSet distribution parameters.
setParas-methodsSet the values of model parameters.
setprobs-methodsSet the percentiles to be matched. Only used when qme is...
setRange-methodsSet the min and max of the variable.
setRectangle-methodsSet up the rectangle based on simulated data.
setSeasonality-methodsSet seasonality on a monthly basis.
setStartDate-methodsSet the start date for the claim simulation exercise
setTabulate-methodsDetermine whether the index values are constructed from a...
setTrend-methodsSet the trend with an Index Object.
setTrialDistErr-methodsDistribution fitting and testing. Same as setTrialDist except...
setTrialDist-methodsDistribution fitting and testing.
setTruncated-methodsSet the indicator of truncated distribution.
setUpperKeep-methodsSet up the upper triangle for non-simulated data.
setUpperTriangle-methodsSet up the upper triangle based on claim data.
setVolList-methodsSet the year-to-year loss development factor volatility.
setXname-methodsSet additional explanatory variable names.
setYearlyIndex-methodsSet yearly index values.
shiftIndex-methodsShift monthly index with a new start date and replace the...
simP0Simulate whether claims will have zero payment.
simReport-methodsGenerate claim simulation result report in html
simSummary-methodsClaim simulation result summary
simTriangle-methodsClaim simulation result triangles
Simulation-classAn S4 class to represent a simulation task.
tbetaDensity function of Truncated Beta Distribution
TEKurt-methodsCalculate Theoretical Excessive Kurtosis of distribution. min...
tempiricalDensity function of truncated empirical distribution
texpDensity function of Truncated Exponential Distribution
tgammaDensity function of Truncated Gamma Distribution
tgeomDensity function of Truncated Geometric Distribution
tlnormDensity function of Truncated Lognormal Distribution
TMean-methodsCalculate Theoretical Mean of distribution. min and max are...
tnbinomDensity function of Truncated Negative Binomial Distribution
tnormDensity function of Truncated Normal Distribution
toDateConvert US date mm/dd/yyyy to yyyy-mm-dd format
tparetoDensity function of Truncated Pareto Distribution
tpoisDensity function of Truncated Poisson Distribution
Triangle-classAn S4 class to represent a triangle or rectangle object.
truncateTruncate a numeric vector
TSD-methodsCalculate Theoretical Standard Deviation of distribution. min...
TSkewness-methodsCalculate Theoretical Skewness of distribution. min and max...
tweibullDensity function of Truncated Weibull Distribution
ultiDevFacCalculate ultimate development factor based on current...
cascsim documentation built on Jan. 13, 2020, 5:07 p.m.