Set Up | 1.1 Frequency of Major Revisions | Example 1.1.1 Zero-truncated Poisson distribution | Example 1.1.2 Additional dependencies | Example 1.1.3 Default implementation | 1.2 Time of Major Revisions | Example 1.2.1 Modified uniform distribution | Example 1.2.2 Default implementation | 1.3 Size of Major Revisions | Example 1.3.1 Gamma distribution | Example 1.3.2 Default implementation | 2.1 Frequency of Minor Revisions | Example 2.1.1 Default implementation | Example 2.1.2 Alternative sampling distribution | 2.2 Time of Minor Revisions | Example 2.2.1 Default implementation | Example 2.2.2 Alternative sampling distribution | 2.3 Size of Minor Revisions | Example 2.3.1 Default implementation | Example 2.3.2 Uniform distribution for minor revision multipliers | Implementation and Output | Output: Chain-Ladder Incurred Triangles
Package: SPLICE 1.1.2
Melantha Wang
SPLICE: Synthetic Paid Loss and Incurred Cost Experience (SPLICE) Simulator
An extension to the individual claim simulator called 'SynthETIC' (on CRAN), to simulate the evolution of case estimates of incurred losses through the lifetime of an insurance claim. The transactional simulation output now comprises key dates, and both claim payments and revisions of estimated incurred losses. An initial set of test parameters, designed to mirror the experience of a real insurance portfolio, were set up and applied by default to generate a realistic test data set of incurred histories (see vignette). However, the distributional assumptions used to generate this data set can be easily modified by users to match their experiences. Reference: Avanzi B, Taylor G, Wang M (2021) "SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator" <arxiv:2109.04058>.
Authors:
SPLICE_1.1.2.tar.gz
SPLICE_1.1.2.zip(r-4.7)SPLICE_1.1.2.zip(r-4.6)SPLICE_1.1.2.zip(r-4.5)
SPLICE_1.1.2.tgz(r-4.6-any)SPLICE_1.1.2.tgz(r-4.5-any)
SPLICE_1.1.2.tar.gz(r-4.7-any)SPLICE_1.1.2.tar.gz(r-4.6-any)
SPLICE_1.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
SPLICE/json (API)
| # Install 'SPLICE' in R: |
| install.packages('SPLICE', repos = c('https://agi-lab.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/agi-lab/splice/issues
Datasets:
- test_incurred_dataset_inflated - Incurred Case Estimates Dataset
- test_incurred_dataset_noInf - Incurred Case Estimates Dataset
Last updated from:4544da40b4. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 134 | ||
| source / vignettes | OK | 281 | ||
| linux-release-x86_64 | NOTE | 130 | ||
| macos-release-arm64 | NOTE | 173 | ||
| macos-oldrel-arm64 | NOTE | 168 | ||
| windows-devel | NOTE | 115 | ||
| windows-release | NOTE | 104 | ||
| windows-oldrel | NOTE | 113 | ||
| wasm-release | OK | 113 |
Exports:claim_historyclaim_majRev_freqclaim_majRev_sizeclaim_majRev_timeclaim_minRev_freqclaim_minRev_sizeclaim_minRev_timedtrigenerate_datagenerate_incurred_datasetoutput_incurredptriqtrirtri
Dependencies:clicpp11dplyrfarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrpillarpkgconfigR6RColorBrewerrlangS7scalesSynthETICtibbletidyselectutf8vctrsviridisLitewithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Development of Case Estimates | claim_history |
| Major Revisions of Incurred Loss | claim_majRev claim_majRev_freq claim_majRev_size claim_majRev_time |
| Minor Revisions of Outstanding Claim Payments | claim_minRev claim_minRev_freq claim_minRev_size claim_minRev_time |
| Generate Data of Varying Complexity | generate_data |
| Generate Incurred Dataset | generate_incurred_dataset |
| Incurred Triangles | output_incurred |
| Incurred Case Estimates Dataset | test_incurred_dataset test_incurred_dataset_inflated test_incurred_dataset_noInf |
| The Triangular Distribution | dtri ptri qtri rtri triangular |
