simulate_losses: Simulate Losses

In ben519/claimz: Fast utility methods for insurance claims data using data.table

Description

Simulate a collection of claims and their Paid amounts over time

Usage

simulate_losses(numLosses = 500, startDate = as.Date("2010-01-01"),
  endDate = as.Date("2016-12-31"), cutoffDate = endDate)

Arguments

numLosses	number of losses to simulate
startDate	first date for which a loss can occur
endDate	last date for which a loss can occur
cutoffDate	last date for which a payment can occur

Details

Returns a data.table with ClaimID, ValuationDate, Paid, ....

Examples

library(data.table)

set.seed(2017)
losses <- simulate_losses(numLosses = 500, startDate = as.Date("2010-01-01"), endDate = as.Date("2016-12-31"))
losses  # view losses

make_triangles(losses)

ben519/claimz documentation built on May 12, 2019, 10:56 a.m.