Claims-class

show,Claims-method

object

An S4 class to represent Claims and Premiums for reinsurance computations.

Application of reinsurance treaties to claims portfolios.
The package creates a class Claims whose objective is to
store claims and premiums, on which different treaties can be applied.
A statistical analysis can then be applied to measure the impact of
reinsurance, producing a table or graphical output. This package can
be used for estimating the impact of reinsurance on several portfolios
or for pricing treaties through statistical analysis. Documentation
for the implemented methods can be found in "Reinsurance: Actuarial
and Statistical Aspects" by Hansj<c3><b6>erg Albrecher, Jan Beirlant,
Jozef L. Teugels (2017, ISBN: 978-0-470-77268-3) and
"REINSURANCE: A Basic Guide to Facultative and Treaty Reinsurance"
by Munich Re (2010) <https://www.munichre.com/site/mram/get/documents_E96160999/mram/assetpool.mr_america/PDFs/3_Publications/reinsurance_basic_guide.pdf>.

Arnaud Buzzi

reinsureR

Reinsurance Treaties Application

Claims-class function

<ul>
<li><code>show</code>: show method</li>
</ul>

Methods (by generic)

<dl class="dl-horizontal">
<dt><code>clm</code></dt><dd>Data.table. Claims table. Contains at least 4 columns:
<ul>
<li><code>year</code>: year associated with the considered claim;</li>
<li><code>portfolio</code>: portfolio associated with the considered claim;</li>
<li><code>simulId</code>: simulation id of the considered claim. Useful for stochastic modelling;</li>
<li><code>amount</code>: amount of the considered claim.</li>
</ul></dd></dl><dt><code>prm</code></dt><dd>Data.table. Premiums table. Contains at least 3 columns:
<ul>
<li><code>year</code>: year associated with the considered premium;</li>
<li><code>portfolio</code>: portfolio associated with the considered premium;</li>
<li><code>amount</code>: amount of the considered premium.</li>
</ul></dd><dt><code>rns</code></dt><dd>Data.table. Reinstatement amount table, that only concerns excess of loss treaties. Contains at least 2 columns:
<ul>
<li><code>year</code>: year associated with the considered reinstatements;</li>
<li><code>simulId</code>: simulation id of the considered reinstatement amount. Useful for stochastic modelling.</li>
</ul></dd><dt><code>com</code></dt><dd>Data.table. Commissions amount table, that only concerns quota share treaties. Contains at least 2 columns:
<ul>
<li><code>year</code>: year associated with the considered commission amount;</li>
<li><code>portfolio</code>: portfolio associated with the considered commission.</li>
</ul></dd><dt><code>trt</code></dt><dd>Vector. List of treaties applied to the Claims object.</dd>

Claims-class: Claims

Description

Usage

Arguments

Methods (by generic)

Slots