Simulation-class: An S4 class to represent a simulation task.

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

An S4 class to represent a simulation task.

Description

An S4 class to represent a simulation task.

Slots

startNo

The starting simulation index.

simNo

Number of simulation.

lines

A string vector to identify the business line(s) to be simulated.

types

A string vector to identify the claim types to be simulated.

iRBNER

A Boolean indicating whether IBNER claims need to be simulated.

iROPEN

A Boolean indicating whether claim reopening needs to be simulated.

iIBNR

A Boolean indicating whether IBNR claims need to be simulated.

iUPR

A Boolean indicating whether future claims need to be simulated.

claimobjs

A list of claim objects.

workingFolder

A string to specify the working folder where the simulation results will be saved.

iCopula

A Boolean indicating whether to use copula for frequency simulation.

freqCopula

Frequency copula.

iSummary

A Boolean indicating whether to summarzie the simulation results.

iReport

A Boolean indicating whether to generate an HTML report.

iFit

A Boolean indicating whether to fit some simulation parameters based on claim data.

ncores

Number of cores used for simulation.

tag

A unique tag for the simulation object including date and a random ID.

fitfile

A string to set the distribution fitting file name. If omitted, a name based on tag will be used.

copfile

A string to set the copula fitting file name. If omitted, a name based on tag will be used.

facfile

A string to set the factor fitting file name. Factor table is development year dependant. It could be the probability of zero payment, reopen probability, or loss development factors. If omitted, a name based on tag will be used.

fitRpt

A string to set the distribution fitting html report file name. If omitted, a name based on tag will be used.

simfile

A string to set the simulation result file name. If omitted, a name based on tag will be used.

sumfile

A string to set the summary file name. If omitted, a name based on tag will be used.

plog

A string to set the parallel run log file name. If omitted, a name based on tag will be used.

htmlRpt

A string to set the html report name. If omitted, a name based on tag will be used.

libpath

A string to the R liabrary folder where required packages are installed.

casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.