SimulatedIndClaims: Simulated data from an Individual claims history simulation...

In gabrielcrepeault/xgbmr: Implémentation en R d'un modèle de micro-réserve utilisant l'algorithme XGBoost.

Description

dataset that contains simulated individual claims obtained through a Neural Network developped by Gabrielli & Wüthrich (2018).

Usage

SimulatedIndClaims

Format

R object of class 'data.frame' with 37190 rows and 32 columns :

ClNr

Artificial Clainumber, 1 to 37190

LoB

Line of business, 1 to 4

cc

Claims code, categorical

AY

Accident Year, 1994 to 2005

AQ

Accident Quarter, 1 to 4

age

Age of the insured, categorical

inj_part

Injured part, categorical

RepDel

Reporting Delay

Pay<xx>

Incremental Payment. A column for each developpement year i, i = 0, ..., 11

Open<xx>

Status of claim (1 = Open, 0 = Closed). A column for each developpement year i, i = 0, ..., 11

Source

Gabrielli, A., & V Wüthrich, M. (2018). An individual claims history simulation machine. Risks, 6(2), 29.

gabrielcrepeault/xgbmr documentation built on Dec. 30, 2019, 11:51 p.m.