test_transaction_dataset_cov

<p>The <code>test_transaction_dataset</code> where the default set of covariates have been applied to adjust claim sizes.</p>

datasets

Creation of an individual claims simulator which generates various
features of non-life insurance claims. An initial set of test parameters,
designed to mirror the experience of an Auto Liability portfolio, were set
up and applied by default to generate a realistic test data set of
individual claims (see vignette). The simulated data set then allows
practitioners to back-test the validity of various reserving models and to
prove and/or disprove certain actuarial assumptions made in claims
modelling. The distributional assumptions used to generate this data set can
be easily modified by users to match their experiences. Reference: Avanzi B,
Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim
simulator with feature control" <arXiv:2008.05693>.

Melantha Wang

SynthETIC

Synthetic Experience Tracking Insurance Claims

Benjamin Avanzi

William Ho

Greg Taylor

Bernard Wong

test_transaction_dataset_cov function

<p>An object of class <code>data.frame</code> with 18983 rows and 12 columns.</p>

Format

Transactions Dataset — test_transaction_dataset_cov

Transactions Dataset

test_transaction_dataset_cov: Transactions Dataset

Description

Usage

Arguments

Format