Casualty Actuarial Society Individual Claim Simulator
Plotting the CDF of data and fitted distribution
Chi-Squared Test
Claim data fitting analysis at line/type/status level
Claim simulation at line/type/status level
Claim simulation at line/type/status level
An S4 class to represent a claim type.
Experience data plotting.
Copula fitting
Visualization Copula fitting
An S4 class to represent a copula object to model the correlation.
Copula plotting. Only for 2 or 3 variables
Copula sampling. It will generate correlated variables or percentiles ...
Density function.
An S4 class to represent a loss development schedule.
An S4 class to represent a distribution, either parametric or non-para...
Plot function.
Sampling from the distribution.
Cumulative probability function of empirical distribution using linear...
Get the expected P0 based on settlement/close year.
An S4 class to represent distribution fitting.
Compare the raw data and fitted distribution on density, CDF, Q-Q plot...
Get the R copula object.
Retrieve index value based on dates.
Get input data from an object.
Get the trend index.
An S4 class to represent a time index for frequency or severity distri...
K-S Test
Negative Loglikelihood.
Plotting the data for distribution fitting
Moment function of Pareto Distribution (PDF: alpha*xm^alpha/x^(alpha+1...
Plotting the PDF of data and fitted distribution
Plot text content
P-P Plot of data and fitted distribution
Probability function.
Q-Q Plot of data and fitted distribution
Quantile function.
Simulate whether closed claims will be reopened or not.
Calculate the excess kurtosis of 10000 sampled values from the distrib...
Calculate the mean of 100000 sampled values from the distribution.
Calculate the standard deviation of 10000 sampled values from the dist...
Calculate the skewness of 10000 sampled values from the distribution.
Set the annualized level rate to construct the index. Only used when t...
Set copula parameters.
Set copula type.
Set up an IBNER loss development schedule.
Set the degree of freedom for t Copula.
Set the dimension of the copula.
Set parameter matrix format of Elliptical copula.
Set the list of values and corresponding probabilities (Pr(X<value) fo...
Determine whether the development factor is determined by a predictive...
Preparing the input data (observation) for distribution fitting, inclu...
Set distribution fitting method.
Directly set the fitted distribution without fitting it to the data.
Set the data frequency.
Set the model format/link function (identity/inverse/log/exponential)....
setID Set the ID for an object
Set whether occurrence dates will be used for frequency data.
Set the data type: frequency or severity/time lag.
Set up a time index for frequency or severity.
Set the marginal distributions of the copula.
Set the year-to-year loss development factor.
Set the minimum of the distribution. For example, the distribution of ...
Set monthly index values.
Input the raw data.
Set distribution parameters.
Set the values of model parameters.
Set the percentiles to be matched. Only used when qme is chosen for fi...
Set the min and max of the variable.
Set up the rectangle based on simulated data.
Set seasonality on a monthly basis.
Set the start date for the claim simulation exercise
Determine whether the index values are constructed from a constant rat...
Set the trend with an Index Object.
Distribution fitting and testing.
Distribution fitting and testing. Same as setTrialDist except for erro...
Set the indicator of truncated distribution.
Set up the upper triangle for non-simulated data.
Set up the upper triangle based on claim data.
Set the year-to-year loss development factor volatility.
Set additional explanatory variable names.
Set yearly index values.
Shift monthly index with a new start date and replace the unknown inde...
Simulate whether claims will have zero payment.
Generate claim simulation result report in html
Claim simulation result summary
Claim simulation result triangles
An S4 class to represent a simulation task.
Density function of Truncated Beta Distribution
Calculate Theoretical Excessive Kurtosis of distribution. min and max ...
Density function of truncated empirical distribution
Density function of Truncated Exponential Distribution
Density function of Truncated Gamma Distribution
Density function of Truncated Geometric Distribution
Density function of Truncated Lognormal Distribution
Calculate Theoretical Mean of distribution. min and max are not applie...
Density function of Truncated Negative Binomial Distribution
Density function of Truncated Normal Distribution
Convert US date mm/dd/yyyy to yyyy-mm-dd format
Density function of Truncated Pareto Distribution
Density function of Truncated Poisson Distribution
An S4 class to represent a triangle or rectangle object.
Truncate a numeric vector
Calculate Theoretical Standard Deviation of distribution. min and max ...
Calculate Theoretical Skewness of distribution. min and max are not ap...
Density function of Truncated Weibull Distribution
Calculate ultimate development factor based on current development yea...
It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) <https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.