normal_poisson_policy: Normal-Poisson policy data

In kbrix/brixtools: Some statistical methods for non-life insurance

Description

Simulated Normal-Poisson policy data for testing and demostration purposes.

Usage

normal_poisson_policy

normal_poisson_n

normal_poisson_x

Format

The object normal_poisson_policy is a list with policies. Each policy consists of the following:

deductible

Sample of standard Normal random variable of length 1.

occurrence

Sample of Poisson distributed random varible of length 1 with mean 1.

loss

Sample of Normal distributed random variable of length occurrence, with mean 1.5 and standard deviation 1.5. Returns numeric(0) if occurrence is 0.

claim

The loss given that it is larger than the deductible. Returns numeric(0) if occurrence is zero or if all losses are smaller than the deductible.

reported

Length of claim. Returns zero if claim is numeric(0).

The object normal_poisson_n is a data.frame with 10000 rows (policies) and 3 columns consisting of occurrence, deductible and length.

The object normal_poisson_x is a data.frame with sum(normal_poisson_n$length) rows and 2 columns consisting of claim and deductible.

kbrix/brixtools documentation built on May 29, 2019, 2:25 p.m.