default_extrapolation_break_size

Uses the median width of existing break intervals as a robust scale-aware
default for extrapolation discretisation.

internal

Provides actuarial tools and building blocks for analysing,
modelling, refining, and validating insurance rating models. Designed to
support common GLM-based pricing tasks and the translation of statistical
model output into practical tariff structures. The package supports the
construction of insurance tariff classes using a data-driven approach, based
on the methodology of Antonio and Valdez
(2012) <doi:10.1007/s10182-011-0152-7>.

Martin Haringa

insurancerating

Actuarial Tools for Insurance Pricing Models

default_extrapolation_break_size function

<dl><dt>borders_model</dt>
<dd>A data.frame with columns <code>breaks_min</code> and <code>breaks_max</code>.</dd>
<dt>factor</dt>
<dd>Numeric scalar &gt; 0. Multiplier applied to the median break width.</dd></dl>

Arguments

Default extrapolation break size based on existing tariff breaks — default_extrapolation_break_size

<dl>

<dt>borders_model</dt>
<dd>A data.frame with columns <code>breaks_min</code> and <code>breaks_max</code>.</dd>


<dt>factor</dt>
<dd>Numeric scalar &gt; 0. Multiplier applied to the median break width.</dd>

</dl>

default_extrapolation_break_size: Default extrapolation break size based on existing tariff breaks

Description

Usage

Value

Arguments