DB_Incurred: DB_Incurred

In EduardoRamosP/MackNet: Mack-Net model: Blending Mack's model with Recurrent Neural Networks

Description

It creates the database required to fit the incurred cost MackNet model.

Usage

DB_Incurred(ScaledCumulative.T, ScaledIncurred.T)

Arguments

ScaledCumulative.T	Cumulative payments triangle divided between the exposure measure.
ScaledIncurred.T	Incurred cost triangle divided between the exposure measure.

Value

The formula generates the following outputs:

• train.x Explanatory variables for training the incurred cost MackNet model.

• test.x Explanatory variables for testing the incurred cost MackNet model.

• train.y Response variable for training the incurred cost MackNet model.

• test.y Response variable for training the incurred cost MackNet model.

EduardoRamosP/MackNet documentation built on Sept. 26, 2020, 9:21 a.m.