Man pages for casact/cascsim
Casualty Actuarial Society Individual Claim Simulator
| CDFPlot | Plotting the CDF of data and fitted distribution |
| ChiSqrTest-methods | Chi-Squared Test |
| claimdata | Sample Claim Data |
| claimFitting-methods | Claim data fitting analysis at line/type/status level |
| claimSample-methods | Claim simulation at line/type/status level |
| claimSimulation-methods | Claim simulation at line/type/status level |
| ClaimType-class | An S4 class to represent a claim type. |
| copulaDataPlot-methods | Experience data plotting. |
| copulaFit-methods | Copula fitting |
| copulaFitPlot-methods | Visualization Copula fitting |
| CopulaObj-class | An S4 class to represent a copula object to model the... |
| copulaPlot-methods | Copula plotting. Only for 2 or 3 variables |
| copulaSample-methods | Copula sampling. It will generate correlated variables or... |
| Density-methods | Density function. |
| DevFac-class | An S4 class to represent a loss development schedule. |
| Distribution-class | An S4 class to represent a distribution, either parametric or... |
| doPlot-methods | Plot function. |
| doSample-methods | Sampling from the distribution. |
| empirical | Cumulative probability function of empirical distribution... |
| expectZeros | Get the expected P0 based on settlement/close year. |
| FitDist-class | An S4 class to represent distribution fitting. |
| fitPlot-methods | Compare the raw data and fitted distribution on density, CDF,... |
| getCopula-methods | Get the R copula object. |
| getIndex-methods | Retrieve index value based on dates. |
| getObservation-methods | Get input data from an object. |
| getTrend-methods | Get the trend index. |
| Index-class | An S4 class to represent a time index for frequency or... |
| KSTest-methods | K-S Test |
| loglik | Negative Loglikelihood. |
| observationPlot-methods | Plotting the data for distribution fitting |
| pareto | Moment function of Pareto Distribution (PDF:... |
| PDFPlot-methods | Plotting the PDF of data and fitted distribution |
| plotText | Plot text content |
| PPPlot-methods | P-P Plot of data and fitted distribution |
| Probability-methods | Probability function. |
| QQPlot-methods | Q-Q Plot of data and fitted distribution |
| Quantile-methods | Quantile function. |
| rreopen | Simulate whether closed claims will be reopened or not. |
| sampleKurtosis-methods | Calculate the excess kurtosis of 10000 sampled values from... |
| sampleMean-methods | Calculate the mean of 100000 sampled values from the... |
| sampleSd-methods | Calculate the standard deviation of 10000 sampled values from... |
| sampleSkew-methods | Calculate the skewness of 10000 sampled values from the... |
| setAnnualizedRate-methods | Set the annualized level rate to construct the index. Only... |
| setCopulaParam-methods | Set copula parameters. |
| setCopulaType-methods | Set copula type. |
| setDevFac-methods | Set up an IBNER loss development schedule. |
| setDf-methods | Set the degree of freedom for t Copula. |
| setDimension-methods | Set the dimension of the copula. |
| setDispstr-methods | Set parameter matrix format of Elliptical copula. |
| setEmpirical-methods | Set the list of values and corresponding probabilities... |
| setFacModel-methods | Determine whether the development factor is determined by a... |
| setFitdata-methods | Preparing the input data (observation) for distribution... |
| setfitmethod-methods | Set distribution fitting method. |
| setFittedDist-methods | Directly set the fitted distribution without fitting it to... |
| setfreq-methods | Set the data frequency. |
| setFun-methods | Set the model format/link function... |
| setidate-methods | Set whether occurrence dates will be used for frequency data. |
| setID-methods | setID Set the ID for an object |
| setifreq-methods | Set the data type: frequency or severity/time lag. |
| setIndex-methods | Set up a time index for frequency or severity. |
| setMarginal-methods | Set the marginal distributions of the copula. |
| setMeanList-methods | Set the year-to-year loss development factor. |
| setMin-methods | Set the minimum of the distribution. For example, the... |
| setMonthlyIndex-methods | Set monthly index values. |
| setObservation-methods | Input the raw data. |
| setParams-methods | Set distribution parameters. |
| setParas-methods | Set the values of model parameters. |
| setprobs-methods | Set the percentiles to be matched. Only used when qme is... |
| setRange-methods | Set the min and max of the variable. |
| setRectangle-methods | Set up the rectangle based on simulated data. |
| setSeasonality-methods | Set seasonality on a monthly basis. |
| setStartDate-methods | Set the start date for the claim simulation exercise |
| setTabulate-methods | Determine whether the index values are constructed from a... |
| setTrend-methods | Set the trend with an Index Object. |
| setTrialDistErr-methods | Distribution fitting and testing. Same as setTrialDist except... |
| setTrialDist-methods | Distribution fitting and testing. |
| setTruncated-methods | Set the indicator of truncated distribution. |
| setUpperKeep-methods | Set up the upper triangle for non-simulated data. |
| setUpperTriangle-methods | Set up the upper triangle based on claim data. |
| setVolList-methods | Set the year-to-year loss development factor volatility. |
| setXname-methods | Set additional explanatory variable names. |
| setYearlyIndex-methods | Set yearly index values. |
| shiftIndex-methods | Shift monthly index with a new start date and replace the... |
| simP0 | Simulate whether claims will have zero payment. |
| simReport-methods | Generate claim simulation result report in html |
| simSummary-methods | Claim simulation result summary |
| simTriangle-methods | Claim simulation result triangles |
| Simulation-class | An S4 class to represent a simulation task. |
| tbeta | Density function of Truncated Beta Distribution |
| TEKurt-methods | Calculate Theoretical Excessive Kurtosis of distribution. min... |
| tempirical | Density function of truncated empirical distribution |
| texp | Density function of Truncated Exponential Distribution |
| tgamma | Density function of Truncated Gamma Distribution |
| tgeom | Density function of Truncated Geometric Distribution |
| tlnorm | Density function of Truncated Lognormal Distribution |
| TMean-methods | Calculate Theoretical Mean of distribution. min and max are... |
| tnbinom | Density function of Truncated Negative Binomial Distribution |
| tnorm | Density function of Truncated Normal Distribution |
| toDate | Convert US date mm/dd/yyyy to yyyy-mm-dd format |
| tpareto | Density function of Truncated Pareto Distribution |
| tpois | Density function of Truncated Poisson Distribution |
| Triangle-class | An S4 class to represent a triangle or rectangle object. |
| truncate | Truncate a numeric vector |
| TSD-methods | Calculate Theoretical Standard Deviation of distribution. min... |
| TSkewness-methods | Calculate Theoretical Skewness of distribution. min and max... |
| tweibull | Density function of Truncated Weibull Distribution |
| ultiDevFac | Calculate ultimate development factor based on current... |
