Simulation.Machine: Simulate Claims

In kasaai/simulationmachine: Individual Claims History Simulation Machine

Description

Simulate Claims

Usage

Simulation.Machine(features, npb = nrow(features), seed1 = 100,
  std1 = 0.85, std2 = 0.85)

Arguments

features	Data frame with features for which we would like to model the cash flow patterns.
npb	Number of observations that are treated at the same time (number per block).
seed1	Seed for reproducibility.
std1	Value of the standard deviation used in the log-normal distribution of the claim sizes.
std2	Value of the standard deviation used in the log-normal distribution of the recovery sizes.

kasaai/simulationmachine documentation built on Nov. 4, 2019, 3:31 p.m.