univariate | R Documentation |
Univariate analysis for discrete risk factors in an insurance portfolio. The following summary statistics are calculated:
frequency (i.e. number of claims / exposure)
average severity (i.e. severity / number of claims)
risk premium (i.e. severity / exposure)
loss ratio (i.e. severity / premium)
average premium (i.e. premium / exposure)
If input arguments are not specified, the summary statistics related to these arguments are ignored.
univariate( df, x, severity = NULL, nclaims = NULL, exposure = NULL, premium = NULL, by = NULL )
df |
data.frame with insurance portfolio |
x |
column in |
severity |
column in |
nclaims |
column in |
exposure |
column in |
premium |
column in |
by |
list of column(s) in |
A data.frame
Martin Haringa
# Summarize by `area` univariate(MTPL2, x = area, severity = amount, nclaims = nclaims, exposure = exposure, premium = premium) # Summarize by `area`, with column name in external vector xt <- "area" univariate(MTPL2, x = vec_ext(xt), severity = amount, nclaims = nclaims, exposure = exposure, premium = premium) # Summarize by `zip` and `bm` univariate(MTPL, x = zip, severity = amount, nclaims = nclaims, exposure = exposure, by = bm) # Summarize by `zip`, `bm` and `power` univariate(MTPL, x = zip, severity = amount, nclaims = nclaims, exposure = exposure, by = list(bm, power))
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