setUpperTriangle-methods: Set up the upper triangle based on claim data.

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Set up the upper triangle based on claim data.

Description

setUpperTriangle sets up the upper triangle based on a data file.

Usage

setUpperTriangle(object, data, ...)

## S4 method for signature 'Triangle,data.frame'
setUpperTriangle(
  object,
  data,
  evaluationDate = as.Date("2016-12-31"),
  lob = "Total",
  ctype = "Total"
)

Arguments

object	Triangle Object
data	Claim Data
...	Additional function arguments.
evaluationDate	Evaluation Date;
lob	Line of Business;
ctype	Claim Type.

Examples

library(cascsim)
data(claimdata)
xTri <- new("Triangle", triID = "TRI1", type = "reportedCount", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata)
xTri@upper

xTri <- new("Triangle", triID = "TRI1", type = "closedCount", startDate=as.Date("2012-01-01"),
frequency="quarterly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata)
xTri@upper

xTri <- new("Triangle", triID = "TRI1", type = "incurredLoss", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata,lob="Auto",ctype="H")
xTri@upper

xTri <- new("Triangle", triID = "TRI1", type = "paidLoss", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata,lob="Auto",ctype="H")
xTri@upper

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