claimSample-methods: Claim simulation at line/type/status level

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Claim simulation at line/type/status level

Description

Claim simulation at line/type/status level

Usage

claimSample(object, ...)

## S4 method for signature 'ClaimType'
claimSample(
  object,
  claimData = data.frame(),
  startDate = as.Date("2012-01-01"),
  evaluationDate = as.Date("2016-12-31")
)

Arguments

object	ClaimType object
...	Additional parameters that may or may not be used.
claimData	claim data including existing claims for RBNER and claim reopenness analysis;
startDate	Date from which claim data is included in the analysis;
evaluationDate	Date of evaluation.

Examples

library(cascsim)
data(claimdata)
#IBNR simulation
claimobj <- new("ClaimType", line="Auto",claimType="N",iRBNER=FALSE,iROPEN=FALSE,
iIBNR=TRUE,iUPR=FALSE,
IBNRfreqIndex=new("Index",startDate=as.Date("2016-01-01"),
monthlyIndex=rep(30,12)),iCopula=TRUE)
ibnrdata <- claimSample(claimobj,claimdata)
ibnrdata

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