simReport-methods: Generate claim simulation result report in html

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Generate claim simulation result report in html

Usage

simReport(object, simSummary, ...)

## S4 method for signature 'Simulation,data.frame'
simReport(object, simSummary,
  simTriangle = NA, startDate = as.Date("2012-01-01"),
  evaluationDate = as.Date("2016-12-31"),
  futureDate = as.Date("2017-12-31"), iYear = FALSE)

Arguments

object	ClaimType object
simSummary	simulation result summary generated by simSummary
...	Additional parameters that may or may not be used.
simTriangle	triangle summary generated by simTriangle;
startDate	Date after which claims are analyzed;
evaluationDate	Date of evaluation for existing claims and IBNR;
futureDate	Date of evaluation for UPR (future claims);
iYear	Boolean that indicates whether summary by accident year should be produced in the report.

Examples

#run time is about 30s(>10s) and is commented out here to avoid long waiting time
#library(cascsim)
#data(claimdata)
#lines <- c("Auto")
#types <- c("N")
#AutoN <- new("ClaimType", line = "Auto", claimType = "N")
#AutoN@exposureIndex <- setIndex(new("Index",indexID="I1",tabulate= FALSE,
#startDate=as.Date("2012-01-01"), annualizedRate = 0)) # level exposure across time
#AutoN@frequency <- new("Poisson", p1 =50)
#AutoN@severityIndex <- setIndex(new("Index",indexID="I2",tabulate= FALSE,
#startDate=as.Date("2012-01-01"), annualizedRate = 0.02)) #assuming a 2% annual inflation
#AutoN@severity <- new("Lognormal", p1 =2, p2 =3)
#AutoN@deductible <- new("Empirical", empirical=matrix(c(0,1,100,100),2,2))
#AutoN@limit <- new("Empirical", empirical=matrix(c(0,1,1e8,1e8),2,2))
#AutoN@p0<-new("DevFac",meanList=c(0,0),volList=c(0,0))
#AutoN@reportLag <- new("Exponential", p1 =0.1)
#AutoN@settlementLag <- new("Exponential", p1 =0.05)
#AutoN@iCopula <- TRUE #use copula
#AutoN@ssrCopula <- new("CopulaObj", type ="normal", dimension = 3, 
#param = c(0.1,0.2,0.1))#A Gaussian Copula
#AutoN@ssrCopula@marginal <- c(AutoN@severity,AutoN@settlementLag,AutoN@reportLag)
#AutoN@laeDevFac <- new("DevFac",FacID="F1",FacModel= TRUE,fun="linear",
#paras =c(5,1.5,0.005,1.2,3))
#AutoN@fIBNER <- new("DevFac",FacID="D1",FacModel= FALSE,
#meanList =c(1.2,1.15,1.1,1.05,1),volList =c(0,0,0,0,0))
#AutoN@reopen <- new("DevFac",FacID="D2",FacModel= FALSE,
#meanList =c(0.02,0.015,0.01,0.005,0),volList =c(0.003, 0.002, 0.001, 0.001, 0))
#AutoN@roDevFac <- new("DevFac",FacID="D3",FacModel= FALSE,
#meanList =c(1.05,1.1,1,1,1),volList =c(0.00589,0.0037,0.00632,0.00815,0))
#AutoN@reopenLag <- new("Exponential", p1 =0.01)
#AutoN@resettleLag <- new("Exponential", p1 =0.25)
#simobj <- new("Simulation", lines=lines, types=types, 
#claimobjs= list(AutoN),workingFolder=tempdir())
#simobj@simNo <- 1
#simobj@iRBNER <-FALSE
#simobj@iROPEN <-FALSE
#simobj@iIBNR <-TRUE
#simobj@iUPR <-FALSE
#simdata <- claimSimulation(simobj,claimdata, startDate = as.Date("2012-01-01"), 
#evaluationDate = as.Date("2016-12-31"), futureDate = as.Date("2017-12-31"))
#simSummary <- simSummary(simobj,simdata, startDate = as.Date("2012-01-01"))
#simTriangle <- simTriangle(simobj,claimdata,simdata, startDate = as.Date("2016-01-01"))
#simReport(simobj, simSummary, simTriangle, startDate = as.Date("2012-01-01"))

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