Summary_Results_Incurred: Summary_Results_Incurred

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

Description

It generates a summary of the results obtained by the incurred MackNet model.

Usage

Summary_Results_Incurred(
  Cumulative.T,
  Original.Cumulative.T.Val.Incurred,
  Reservest.D,
  Reservest.D.Vector,
  Ultimatest.D,
  Ultimatest.D.Vector,
  Ultimatest_1.D,
  Ultimatest_1.D.Vector,
  TrianglesBackup,
  Simulations
)

Arguments

Cumulative.T	Cumulative payments triangle.
Original.Cumulative.T.Val.Incurred	Upper and lower incurred cost triangle. This information is needed to obtain the error generated by the paid MackNet model.
Reservest.D	It contains the total reserves sampled by the MackNet model.
Reservest.D.Vector	It contains the reserves by accident year sampled by the MackNet model.
Ultimatest.D	It contains the ultimate cost sampled by the MackNet model.
Ultimatest.D.Vector	It contains the ultimate cost by accident year sampled by the MackNet model.
Ultimatest_1.D	It contains the ultimate cost in t+1 sampled by the MackNet model.
Ultimatest_1.D.Vector	It contains the ultimate cost in t+1 by accident year sampled by the MackNet model.
TrianglesBackup	This array contains all the triangles sampled by the MackNet model.
Simulations	Number of triangle samples to be produced by the MackNet model.

Value

The formula generates the following outputs:

• CDR Claims Development Result distribution function.

• CDR_Convergence Mean convergence of the Claim Development Result

• Summary Summary of the results obtained

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