actual payments (inflated) payment_inflated[[i]][[j]] = $ partial payments (inflated) for claim j of occurrence period i | Reference | Set Up | Package-wise Global Parameters | Example 1.1: Constant exposure and frequency | Input parameters | Implementation and Output | Example 1.2: Increasing exposure, constant frequency per unit of exposure | Example 1.3: Alternative claim frequency distribution | Example 1.4: Alternative specification of the claim arrival process | Example 2.1: Default power normal | Example 2.2: Alternative claim size distribution | Example 2.3: Simulating claim sizes from covariates | Example 2.4: Bootstrapping from given loss data | Example 3.1: Default Weibull | Example 3.2: Alternative distribution for notification delay | Example 3.3: User-defined sampling function for notification delay | Example 4.1: Default Weibull | Example 4.2: Additional dependencies | Example 5.1: Default mixture distribution | Example 5.2: Alternative distribution for number of partial payments | Interlude: Claims Dataset | Example 6.1: Default Distribution | Example 6.2: Alternative payment size distribution | Interlude: Transaction Dataset | Output | Plot of Cumulative Claims Payments | Multiple Simulation Runs

Set Up | Training and Validation Split | Constructing Components | Fitting ADLPs | Supported Outputs | Different partition | Comparing models through MSE

S_adj, claim size claim_size_w_cov[[i]] = claim size for all claims that occurred in period i after adjustment for covariates | Reference | SynthETIC Set Up | Applying Covariates | Modelling Steps 3-5 | Appendix 1: Using Different Sets of Covariates | Appendix 2: Applying Known Covariate Values

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