cascsim (version 0.4)

claimSample: Claim simulation at line/type/status level

Description

Claim simulation at line/type/status level

Usage

claimSample(object, ...)
# S4 method for 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

# NOT RUN {
#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
# }