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

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

setUpperKeep sets up the upper triangle for non-simulated data.

Usage

setUpperKeep(object, data, ...)

## S4 method for signature 'Triangle,data.frame'
setUpperKeep(object, data,
  evaluationDate = as.Date("2016-12-31"), lob = "Total",
  ctype = "Total")

Arguments

object	Triangle Object
data	Claim Data
...	Additional function arguments.
evaluationDate	Evaluation Date;
lob	Line of Business;
ctype	Claim Type.

Examples

library(cascsim)
data(claimdata)
xTri <- new("Triangle", triID = "TRI1", type = "reportedCount", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50, iRBNER=TRUE, iROPEN=TRUE)
xTri<-setUpperTriangle(xTri,claimdata)
xTri<-setUpperKeep(xTri,claimdata)
xTri@upperkeep

xTri <- new("Triangle", triID = "TRI1", type = "closedCount", startDate=as.Date("2012-01-01"),
frequency="quarterly", sim=1, percentile=50, iRBNER=FALSE, iROPEN=TRUE)
xTri<-setUpperTriangle(xTri,claimdata)
xTri<-setUpperKeep(xTri,claimdata)
xTri@upperkeep

xTri <- new("Triangle", triID = "TRI1", type = "incurredLoss", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50, iRBNER=TRUE, iROPEN=FALSE)
xTri<-setUpperTriangle(xTri,claimdata)
xTri<-setUpperKeep(xTri,claimdata,lob="Auto",ctype="H")
xTri@upperkeep

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.