claimSample {cascsim} | R Documentation |
Claim simulation at line/type/status level
Description
Claim simulation at line/type/status level
Usage
claimSample(object, ...)
## S4 method for signature 'ClaimType'
claimSample(object, claimData = data.frame(),
startDate = as.Date("2012-01-01"),
evaluationDate = as.Date("2016-12-31"))
Arguments
object |
ClaimType object |
... |
Additional parameters that may or may not be used. |
claimData |
claim data including existing claims for RBNER and claim reopenness analysis; |
startDate |
Date from which claim data is included in the analysis; |
evaluationDate |
Date of evaluation. |
Examples
#run time is about 12s(>10s) and is commented out here to avoid long waiting time
#library(cascsim)
#data(claimdata)
##IBNR simulation
#claimobj <- new("ClaimType", line="Auto",claimType="N",iRBNER=FALSE,iROPEN=FALSE,
#iIBNR=TRUE,iUPR=FALSE,
#IBNRfreqIndex=new("Index",startDate=as.Date("2016-01-01"),
#monthlyIndex=rep(30,12)),iCopula=TRUE)
#ibnrdata <- claimSample(claimobj,claimdata)
#ibnrdata
[Package cascsim version 0.4 Index]