reservr (version 0.0.2)

truncate_claims: Truncate claims data subject to reporting delay

Description

Truncate claims data subject to reporting delay

Usage

truncate_claims(data, accident, delay, time, .report_col = "report")

Value

Truncated data. The reporting time is stored in a colnumn named by .report_col unless .report_col is NULL. If both .report_col is NULL and time contains only Infs, a warning will be issued since data will be returned unchanged and no work will be done.

Arguments

data

Full claims data including IBNR

accident

Accident times. May be an unquoted column name from data.

delay

Reporting delays. May be an unquoted column name from data.

time

Observation time (scalar number or one per claim). Claims with accident + delay > time will be truncated. Set time = Inf to only compute reporting times and perform no truncation.

.report_col

NULL or a column name to store the reporting time report = accident + delay.

Examples

claims_full <- data.frame(
  acc = runif(100),
  repdel = rexp(100)
)
tau <- 2.0
truncate_claims(claims_full, acc, repdel, tau)