sampleKurtosis |
Calculate the excess kurtosis of 10000 sampled values from the distribution. |
sampleKurtosis-method |
Calculate the excess kurtosis of 10000 sampled values from the distribution. |
sampleMean |
Calculate the mean of 100000 sampled values from the distribution. |
sampleMean-method |
Calculate the mean of 100000 sampled values from the distribution. |
sampleSd |
Calculate the standard deviation of 10000 sampled values from the distribution. |
sampleSd-method |
Calculate the standard deviation of 10000 sampled values from the distribution. |
sampleSkew |
Calculate the skewness of 10000 sampled values from the distribution. |
sampleSkew-method |
Calculate the skewness of 10000 sampled values from the distribution. |
setAnnualizedRate-method |
Set the annualized level rate to construct the index. Only used when tabulate == FALSE. |
setAnnualizedRate<- |
Set the annualized level rate to construct the index. Only used when tabulate == FALSE. |
setAnnualizedRate<--method |
Set the annualized level rate to construct the index. Only used when tabulate == FALSE. |
setCopulaParam-method |
Set copula parameters. |
setCopulaParam<- |
Set copula parameters. |
setCopulaParam<--method |
Set copula parameters. |
setCopulaType-method |
Set copula type. |
setCopulaType<- |
Set copula type. |
setCopulaType<--method |
Set copula type. |
setDevFac |
Set up an IBNER loss development schedule. |
setDevFac-method |
Set up an IBNER loss development schedule. |
setDf-method |
Set the degree of freedom for t Copula. |
setDf<- |
Set the degree of freedom for t Copula. |
setDf<--method |
Set the degree of freedom for t Copula. |
setDimension-method |
Set the dimension of the copula. |
setDimension<- |
Set the dimension of the copula. |
setDimension<--method |
Set the dimension of the copula. |
setDispstr-method |
Set parameter matrix format of Elliptical copula. |
setDispstr<- |
Set parameter matrix format of Elliptical copula. |
setDispstr<--method |
Set parameter matrix format of Elliptical copula. |
setEmpirical-method |
Set the list of values and corresponding probabilities (Pr(X<value) for continuous variable and Pr(X==value) for discrete variable). It is only used for empirical distribution. |
setEmpirical<- |
Set the list of values and corresponding probabilities (Pr(X<value) for continuous variable and Pr(X==value) for discrete variable). It is only used for empirical distribution. |
setEmpirical<--method |
Set the list of values and corresponding probabilities (Pr(X<value) for continuous variable and Pr(X==value) for discrete variable). It is only used for empirical distribution. |
setFacModel-method |
Determine whether the development factor is determined by a predictive model or a fixed schedule by development year |
setFacModel<- |
Determine whether the development factor is determined by a predictive model or a fixed schedule by development year |
setFacModel<--method |
Determine whether the development factor is determined by a predictive model or a fixed schedule by development year |
setFitdata |
Preparing the input data (observation) for distribution fitting, including detrending, translating occurrence dates to frequency data, etc. |
setFitdata-method |
Preparing the input data (observation) for distribution fitting, including detrending, translating occurrence dates to frequency data, etc. |
setfitmethod-method |
Set distribution fitting method. |
setfitmethod<- |
Set distribution fitting method. |
setfitmethod<--method |
Set distribution fitting method. |
setFittedDist-method |
Directly set the fitted distribution without fitting it to the data. |
setFittedDist<- |
Directly set the fitted distribution without fitting it to the data. |
setFittedDist<--method |
Directly set the fitted distribution without fitting it to the data. |
setfreq-method |
Set the data frequency. |
setfreq<- |
Set the data frequency. |
setfreq<--method |
Set the data frequency. |
setFun-method |
Set the model format/link function (identity/inverse/log/exponential). Only used when FacModel == TRUE. |
setFun<- |
Set the model format/link function (identity/inverse/log/exponential). Only used when FacModel == TRUE. |
setFun<--method |
Set the model format/link function (identity/inverse/log/exponential). Only used when FacModel == TRUE. |
setID-method |
setID Set the ID for an object |
setID<- |
setID Set the ID for an object |
setID<--method |
setID Set the ID for an object |
setidate-method |
Set whether occurrence dates will be used for frequency data. |
setidate<- |
Set whether occurrence dates will be used for frequency data. |
setidate<--method |
Set whether occurrence dates will be used for frequency data. |
setifreq-method |
Set the data type: frequency or severity/time lag. |
setifreq<- |
Set the data type: frequency or severity/time lag. |
setifreq<--method |
Set the data type: frequency or severity/time lag. |
setIndex |
Set up a time index for frequency or severity. |
setIndex-method |
Set up a time index for frequency or severity. |
setMarginal-method |
Set the marginal distributions of the copula. |
setMarginal<- |
Set the marginal distributions of the copula. |
setMarginal<--method |
Set the marginal distributions of the copula. |
setMeanList-method |
Set the year-to-year loss development factor. |
setMeanList<- |
Set the year-to-year loss development factor. |
setMeanList<--method |
Set the year-to-year loss development factor. |
setMin |
Set the minimum of the distribution. For example, the distribution of settlement lag for open claims |
setMin-method |
Set the minimum of the distribution. For example, the distribution of settlement lag for open claims |
setMonthlyIndex-method |
Set monthly index values. |
setMonthlyIndex<- |
Set monthly index values. |
setMonthlyIndex<--method |
Set monthly index values. |
setObservation-method |
Input the raw data. |
setObservation<- |
Input the raw data. |
setObservation<--method |
Input the raw data. |
setParams-method |
Set distribution parameters. |
setParams<- |
Set distribution parameters. |
setParams<--method |
Set distribution parameters. |
setParas-method |
Set the values of model parameters. |
setParas<- |
Set the values of model parameters. |
setParas<--method |
Set the values of model parameters. |
setprobs-method |
Set the percentiles to be matched. Only used when qme is chosen for fitting method. |
setprobs<- |
Set the percentiles to be matched. Only used when qme is chosen for fitting method. |
setprobs<--method |
Set the percentiles to be matched. Only used when qme is chosen for fitting method. |
setRange-method |
Set the min and max of the variable. |
setRange<- |
Set the min and max of the variable. |
setRange<--method |
Set the min and max of the variable. |
setRectangle |
Set up the rectangle based on simulated data. |
setRectangle-method |
Set up the rectangle based on simulated data. |
setSeasonality-method |
Set seasonality on a monthly basis. |
setSeasonality<- |
Set seasonality on a monthly basis. |
setSeasonality<--method |
Set seasonality on a monthly basis. |
setStartDate-method |
Set the start date for the claim simulation exercise |
setStartDate<- |
Set the start date for the claim simulation exercise |
setStartDate<--method |
Set the start date for the claim simulation exercise |
setTabulate-method |
Determine whether the index values are constructed from a constant rate or provided directly |
setTabulate<- |
Determine whether the index values are constructed from a constant rate or provided directly |
setTabulate<--method |
Determine whether the index values are constructed from a constant rate or provided directly |
setTrend-method |
Set the trend with an Index Object. |
setTrend<- |
Set the trend with an Index Object. |
setTrend<--method |
Set the trend with an Index Object. |
setTrialDist-method |
Distribution fitting and testing. |
setTrialDist<- |
Distribution fitting and testing. |
setTrialDist<--method |
Distribution fitting and testing. |
setTrialDistErr-method |
Distribution fitting and testing. Same as setTrialDist except for error tolerance. |
setTrialDistErr<- |
Distribution fitting and testing. Same as setTrialDist except for error tolerance. |
setTrialDistErr<--method |
Distribution fitting and testing. Same as setTrialDist except for error tolerance. |
setTruncated-method |
Set the indicator of truncated distribution. |
setTruncated<- |
Set the indicator of truncated distribution. |
setTruncated<--method |
Set the indicator of truncated distribution. |
setUpperKeep |
Set up the upper triangle for non-simulated data. |
setUpperKeep-method |
Set up the upper triangle for non-simulated data. |
setUpperTriangle |
Set up the upper triangle based on claim data. |
setUpperTriangle-method |
Set up the upper triangle based on claim data. |
setVolList-method |
Set the year-to-year loss development factor volatility. |
setVolList<- |
Set the year-to-year loss development factor volatility. |
setVolList<--method |
Set the year-to-year loss development factor volatility. |
setXname-method |
Set additional explanatory variable names. |
setXname<- |
Set additional explanatory variable names. |
setXname<--method |
Set additional explanatory variable names. |
setYearlyIndex-method |
Set yearly index values. |
setYearlyIndex<- |
Set yearly index values. |
setYearlyIndex<--method |
Set yearly index values. |
shiftIndex |
Shift monthly index with a new start date and replace the unknown index value with zero. |
shiftIndex-method |
Shift monthly index with a new start date and replace the unknown index value with zero. |
simP0 |
Simulate whether claims will have zero payment. |
simReport |
Generate claim simulation result report in html |
simReport-method |
Generate claim simulation result report in html |
simSummary |
Claim simulation result summary |
simSummary-method |
Claim simulation result summary |
simTriangle |
Claim simulation result triangles |
simTriangle-method |
Claim simulation result triangles |
Simulation-class |
An S4 class to represent a simulation task. |