claim_occurrence function

Claim Occurrence Times

Returns the occurrence times of each of the claims occurring in each of the periods, assuming the occurrence time of any claim in period $i$

is uniformly distributed between times $i - 1$ and $i$.

claim_occurrence(frequency_vector)

Arguments

• frequency_vector: a vector of claim frequencies for all the periods.

Returns

A list of occurrence times such that the $i$th component of the list gives the claim occurrence time for all claims that occurred in period $i$.

Examples

n_vector <- c(90, 79, 102, 78, 86, 88, 116, 84, 93, 104)
# occurrence time for all claims originating from period 1
claim_occurrence(n_vector)[[1]]