Description Usage Arguments Details Value Examples
View source: R/ClaimsByLinkRatio.R
Given a data frame of claims, this will simulate claim development by applying a (possibly) random link ratio.
1 | claims_by_link_ratio(tbl_claims, links, lags)
|
tbl_claims |
A claims data frame |
links |
A vector of the same length as 'lags' of factors, or their distributions, determining how severities change from one evaluation date to the next. |
lags |
A vector of lags |
This function will apply the link ratio algorithm at an individual claim level.
A claims data frame
1 2 3 4 5 6 7 8 9 10 | tbl_policy <- policy_year_new(10, 2001)
tbl_claims <- claims_by_first_report(
tbl_policy,
frequency = 10,
payment_severity = 100,
lags = 1)
tbl_claims <- claims_by_link_ratio(
tbl_claims,
links = c(1.25, 1.1, 1.05),
lags = 1:4)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.