fn_parameter_sim: fn_parameter_sim
In RichardRedding/RrPModelContinuous: Model for individual claims development
Description
Simulates from the posterior distribution of the payment and settlement rates. The prior for the payment and settlement rates are independent gamma distributions.
Usage
1
fn_parameter_sim(n_numSims,ls_data,v_r_observedTerm,v_r_paymentPriorParams,v_r_settlementPriorParams)
Arguments
ls_data
A dataset in the form of a list
v_r_observedTerm
A vector of reals representing the observed term of each claim
n_numSims
The number of simulations to generate
v_r_paymentPriorParams
The parameters of the prior distribution of the payment rate
v_r_settlementPriorParams
The parameters of the prior distribution of the settlement rate
RichardRedding/RrPModelContinuous documentation built on May 7, 2019, 10:51 p.m.
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Description
Simulates from the posterior distribution of the payment and settlement rates. The prior for the payment and settlement rates are independent gamma distributions.
Usage
1 | fn_parameter_sim(n_numSims,ls_data,v_r_observedTerm,v_r_paymentPriorParams,v_r_settlementPriorParams)
|
Arguments
ls_data |
A dataset in the form of a list |
v_r_observedTerm |
A vector of reals representing the observed term of each claim |
n_numSims |
The number of simulations to generate |
v_r_paymentPriorParams |
The parameters of the prior distribution of the payment rate |
v_r_settlementPriorParams |
The parameters of the prior distribution of the settlement rate |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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