Calculate Theoretical Standard Deviation of distribution.
min and max are not applied
Plotting the PDF of data and fitted distribution
Claim simulation at line/type/status level
Claim simulation at line/type/status level
P-P Plot of data and fitted distribution
Calculate Theoretical Skewness of distribution.
min and max are not applied
Experience data plotting.
Get the trend index.
Sample Claim Data
Probability function.
Q-Q Plot of data and fitted distribution
An S4 class to represent a copula object to model the correlation.
Copula fitting
Set the minimum of the distribution. For example, the distribution of settlement lag for open claims
Set monthly index values.
Set the dimension of the copula.
Calculate the mean of 100000 sampled values from the distribution.
Set the degree of freedom for t Copula.
Set the start date for the claim simulation exercise
Negative Loglikelihood.
Calculate the excess kurtosis of 10000 sampled values from the distribution.
Get the expected P0 based on settlement/close year.
Cumulative probability function of empirical distribution using linear interpolation
Set the annualized level rate to construct the index.
Only used when tabulate == FALSE.
Visualization Copula fitting
Get the R copula object.
Copula plotting. Only for 2 or 3 variables
An S4 class to represent a simulation task.
Quantile function.
Determine whether the index values are constructed from a constant rate or provided directly
Compare the raw data and fitted distribution on density, CDF, Q-Q plot and P-P plot
Copula sampling. It will generate correlated variables or percentiles when marginal distributions are not specified.
Shift monthly index with a new start date and replace the unknown index value with zero.
Plot function.
Simulate whether claims will have zero payment.
Calculate Theoretical Excessive Kurtosis of distribution.
min and max are not applied
Plotting the data for distribution fitting
Directly set the fitted distribution without fitting it to the data.
Set up the rectangle based on simulated data.
Set the marginal distributions of the copula.
Set the model format/link function (identity/inverse/log/exponential).
Only used when FacModel == TRUE.
Set copula parameters.
Set the year-to-year loss development factor.
Set seasonality on a monthly basis.
Moment function of Pareto Distribution (PDF: alpha*xm^alpha/x^(alpha+1))
Determine whether the development factor is determined by a predictive model or a fixed schedule by development year
Density function of truncated empirical distribution
Set the percentiles to be matched. Only used when qme is chosen for fitting method.
Claim simulation result summary
Set the data type: frequency or severity/time lag.
Retrieve index value based on dates.
Calculate Theoretical Mean of distribution.
min and max are not applied
Generate claim simulation result report in html
An S4 class to represent a triangle or rectangle object.
Claim data fitting analysis at line/type/status level
Calculate ultimate development factor based on current development year, a mean development factor schedule and its volatility. It is used to simulate the ultimate loss for open claims.
Get input data from an object.
Simulate whether closed claims will be reopened or not.
Plot text content
Density function of Truncated Exponential Distribution
Set copula type.
Set up a time index for frequency or severity.
Set additional explanatory variable names.
setID
Set the ID for an object
Set up an IBNER loss development schedule.
Density function of Truncated Gamma Distribution
Set the trend with an Index Object.
Set the year-to-year loss development factor volatility.
Distribution fitting and testing.
Set the min and max of the variable.
Set up the upper triangle based on claim data.
Set up the upper triangle for non-simulated data.
Preparing the input data (observation) for distribution fitting, including detrending, translating occurrence dates to frequency data, etc.
Set the values of model parameters.
Set yearly index values.
Sampling from the distribution.
Set distribution fitting method.
Density function of Truncated Lognormal Distribution
Truncate a numeric vector
Calculate the skewness of 10000 sampled values from the distribution.
Density function of Truncated Negative Binomial Distribution
Calculate the standard deviation of 10000 sampled values from the distribution.
Set parameter matrix format of Elliptical copula.
Density function of Truncated Weibull Distribution
Input the raw data.
Set distribution parameters.
Set the indicator of truncated distribution.
Density function of Truncated Geometric Distribution
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.
Distribution fitting and testing. Same as setTrialDist except for error tolerance.
Set the data frequency.
Set whether occurrence dates will be used for frequency data.
Claim simulation result triangles
Density function of Truncated Beta Distribution
Density function of Truncated Poisson Distribution
Density function of Truncated Pareto Distribution
Convert US date mm/dd/yyyy to yyyy-mm-dd format
Density function of Truncated Normal Distribution
K-S Test
Density function.
An S4 class to represent a claim type.
Plotting the CDF of data and fitted distribution
An S4 class to represent a distribution, either parametric or non-parametric.
Chi-Squared Test
An S4 class to represent a time index for frequency or severity distribution.
An S4 class to represent a loss development schedule.
An S4 class to represent distribution fitting.