Description Usage Arguments Value Examples
View source: R/BootstrapMack.R
BootstrapMack
computes the bootstraped distribution for IBNR with a Mack Model
1 | BootstrapMack(triangle, nBoot = 1000, weight = NA)
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triangle |
Cumulated triangle as a matrix. The matrix should be square |
nBoot |
Number of samples. Default value to 1000 |
weight |
Boolean matrix the same size of the triangle to tell if the value is to be considered: 1 for yes, 0 for no. First column is not considered |
A list containing the following objects:
triangleList: the list of bootsraped triangles
ibnrByAccidentYear: a data frame containing ibnrs by accident year
ibnr: a vector of the total ibnr values)
predictionError: estimation of the prediction error on IBNR
1 | bm <- BootstrapMack(triangleExampleEngland, 1000)
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