truncate_claims: Truncate claims data subject to reporting delay

In reservr: Fit Distributions and Neural Networks to Censored and Truncated Data

Truncate claims data subject to reporting delay

Description

Truncate claims data subject to reporting delay

Usage

truncate_claims(data, accident, delay, time, .report_col = "report")

Arguments

data	Full claims data including IBNR
accident	Accident times. May be an unquoted column name from data.
delay	Reporting delays. May be an unquoted column name from data.
time	Observation time (scalar number or one per claim). Claims with accident + delay > time will be truncated. Set time = Inf to only compute reporting times and perform no truncation.
.report_col	NULL or a column name to store the reporting time report = accident + delay.

Value

Truncated data. The reporting time is stored in a colnumn named by .report_col unless .report_col is NULL. If both .report_col is NULL and time contains only Infs, a warning will be issued since data will be returned unchanged and no work will be done.

Examples

claims_full <- data.frame(
  acc = runif(100),
  repdel = rexp(100)
)
tau <- 2.0
truncate_claims(claims_full, acc, repdel, tau)

reservr documentation built on June 24, 2024, 5:10 p.m.