simulate.hirem: Simulate the future development of claims

In jonascrevecoeur/hirem: Hierarchical reserving models

Description

Simulates multiple paths for the future development of each claim

Usage

## S3 method for class 'hirem'
simulate(obj, nsim, filter, data, balance.correction = FALSE)

Arguments

obj	The hierarchical reserving model
nsim	Number of paths to simulate for each claim
filter	Function with input: Data set with reserving data output: Subset of records for which the simulation should continue
data	Last observed record for each claim. From these records onwards the future development is simulated.
balance.correction	Logical. Apply a bias correction step: yes or no?

Value

A data set with the same structure as the input data set, containing multiple simulations for the future development of each claim.

jonascrevecoeur/hirem documentation built on Dec. 14, 2021, 3 p.m.