simulation_machine: Create a Simulation Machine Specification

In kasaai/simulationmachine: Individual Claims History Simulation Machine

Description

Create a Simulation Machine Specification

Usage

simulation_machine(num_claims, lob_distribution, inflation, sd_claim,
  sd_recovery)

Arguments

num_claims	Number of expected records to generate.
lob_distribution	A length 4 vector. Distribution of claims among the four LOBs.
inflation	A length 4 vector. Grow parameters (per LOB) for the numbers of claims in the 12 accident years.
sd_claim	Value of the standard deviation used in the log-normal distribution of the claim sizes.
sd_recovery	Value of the standard deviation used in the log-normal distribution of the recovery sizes.

Value

A charm object.

Examples

charm <- simulation_machine(
  num_claims = 50000, 
  lob_distribution = c(0.25, 0.25, 0.30, 0.20), 
  inflation = c(0.01, 0.01, 0.01, 0.01), 
  sd_claim = 0.85, 
  sd_recovery = 0.85
)
charm

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