Triangle-class {cascsim}

An S4 class to represent a triangle or rectangle object.

Description

An S4 class to represent a triangle or rectangle object.

Slots

triID

A character string to identify the triangle object.

type

A character string that indicates the triangle type, such as reportedCount, closedCount, paidLoss, and incurredLoss.

startDate

The start date for the accident year or Quarter.

frequency

A character that indicates the frequency of the triangle, "yearly" or "quarterly".

sim

A number that indicates the simulation number used to complete the rectangle. Zero means using the average value.

percentile

A number that indicates the percentile used to complete the rectangle. It is only used when sim is NA.

iRBNER

A Boolean that indicates whether open claims are simulated. If not, current information will be used for constructing rectangles. Otherwise, simulated data will be used.

iROPEN

A Boolean that indicates whether claim reopen are simulated. If not, current information will be used for constructing rectangles. Otherwise, simulated data will be used.

percentile

A number that indicates the percentile used to complete the rectangle. It is only used when sim is NA.

upper

A matrix that contains the upper triangle based on claim data.

upperkeep

A matrix that contains the upper triangle that are not simulated. It will be used to construct the rectangle for the non-simulated part.

rectangle

A matrix that contains the entire rectangle based on simulation data.