MainResults_Incurred: MainResults

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

Description

This function collects the ultimate and reserve from the Schedule P Database paid triangles. Additionally, paid MackNet results are reported.

Usage

MainResults_Incurred(
  CompanyCode,
  CumulativeValidation,
  IncurredValidation,
  Model
)

Arguments

CompanyCode	Company code as defined by the Schedule P database
CumulativeValidation	Validation triangle.
IncurredValidation	Incurred Validation triangle.
Model	Paid MackNet model.

Value

It returns a matrix with following information:

• Company Code Company code of Schedule P Database.

• Obs. Reserve Reserve observed within the Schedule P Database.

• Obs. Ultimate Ultimate observed within the Schedule P Database.

• Est. Ultimate Ultimate estimated by the paid MackNet model.

• SE Ultimate Squared error of the ultimates estimated by the MackNet model.

• Percentile It compares the distribution sampled by the paid MackNet model with the reserve actually observed. The percentile where this last value is located within the stochastic process is given.

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