claim_payment_time {SynthETIC} | R Documentation |
Partial Payment Times (in Continuous Time Scale)
Description
Converts the list of inter-partial delays to a list of payment times in
continuous time scale. Set discrete = TRUE
to get the payment times in
calendar periods.
Usage
claim_payment_time(
frequency_vector,
occurrence_list,
notification_list,
payment_delay_list,
discrete = FALSE
)
Arguments
frequency_vector |
a vector of claim frequencies for all the periods. |
occurrence_list |
list of claim occurrence times. |
notification_list |
list of notification delays. |
payment_delay_list |
(compound) list of inter partial delays. |
discrete |
logical; if TRUE returns integer-valued payment times (default FALSE). |
Details
Returns a compound list structure such that the j
th component
of the i
th sub-list gives the payment time pattern (as a vector) for
the j
th claim of occurrence period i
.
Note that, as in the case of claim_closure
, this function can
result in out-of-bound payment dates (i.e. payment times beyond the maximum
number of development periods under consideration). In these cases, we retain
the original simulated values for the simulation of other quantities, but we
will make adjustments for such claims in the tabulation of results in
claim_output
and the payment inflation function
claim_payment_inflation
.