methods # Claim simulation result triangles ```r simTriangle(object, claimdata, simdata, ...) ## S4 method for signature 'Simulation,data.frame,data.frame' simTriangle(object, claimdata, simdata, frequency = "yearly", startDate = as.Date("2012-01-01"), evaluationDate = as.Date("2016-12-31"), futureDate = as.Date("2017-12-31")) ``` ## Arguments - `object`: Simulation object - `claimdata`: claim data used as basis for simulation - `simdata`: simulation data generated by claimSimulation - `...`: Additional parameters that may or may not be used. - `frequency`: triangle frequency, either "yearly" or "quarterly"; - `startDate`: Date after which claims are analyzed; - `evaluationDate`: Date of evaluation for existing claims and IBNR; - `futureDate`: Date of evaluation for UPR (future claims). ## Examples ```r #run time is about 30s(>10s) and is commented out here to avoid long waiting time #library(cascsim) #data(claimdata) #lines <- c("Auto") #types <- c("N") #AutoN <- new("ClaimType", line = "Auto", claimType = "N") #AutoN@exposureIndex <- setIndex(new("Index",indexID="I1",tabulate= FALSE, #startDate=as.Date("2012-01-01"), annualizedRate = 0)) # level exposure across time #AutoN@frequency <- new("Poisson", p1 =50) #AutoN@severityIndex <- setIndex(new("Index",indexID="I2",tabulate= FALSE, #startDate=as.Date("2012-01-01"), annualizedRate = 0.02)) #assuming a 2% annual inflation #AutoN@severity <- new("Lognormal", p1 =2, p2 =3) #AutoN@deductible <- new("Empirical", empirical=matrix(c(0,1,100,100),2,2)) #AutoN@limit <- new("Empirical", empirical=matrix(c(0,1,1e8,1e8),2,2)) #AutoN@p0<-new("DevFac",meanList=c(0,0),volList=c(0,0)) #AutoN@reportLag <- new("Exponential", p1 =0.1) #AutoN@settlementLag <- new("Exponential", p1 =0.05) #AutoN@iCopula <- TRUE #use copula #AutoN@ssrCopula <- new("CopulaObj", type ="normal", dimension = 3, #param = c(0.1,0.2,0.1))#A Gaussian Copula #AutoN@ssrCopula@marginal <- c(AutoN@severity,AutoN@settlementLag,AutoN@reportLag) #AutoN@laeDevFac <- new("DevFac",FacID="F1",FacModel= TRUE,fun="linear", #paras =c(5,1.5,0.005,1.2,3)) #AutoN@fIBNER <- new("DevFac",FacID="D1",FacModel= FALSE, #meanList =c(1.2,1.15,1.1,1.05,1),volList =c(0,0,0,0,0)) #AutoN@reopen <- new("DevFac",FacID="D2",FacModel= FALSE, #meanList =c(0.02,0.015,0.01,0.005,0),volList =c(0.003, 0.002, 0.001, 0.001, 0)) #AutoN@roDevFac <- new("DevFac",FacID="D3",FacModel= FALSE, #meanList =c(1.05,1.1,1,1,1),volList =c(0.00589,0.0037,0.00632,0.00815,0)) #AutoN@reopenLag <- new("Exponential", p1 =0.01) #AutoN@resettleLag <- new("Exponential", p1 =0.25) #simobj <- new("Simulation", lines=lines, types=types, #claimobjs= list(AutoN),workingFolder=tempdir()) #simobj@simNo <- 1 #simobj@iRBNER <-FALSE #simobj@iROPEN <-FALSE #simobj@iIBNR <-TRUE #simobj@iUPR <-FALSE #simdata <- claimSimulation(simobj,claimdata, startDate = as.Date("2012-01-01"), #evaluationDate = as.Date("2016-12-31"), futureDate = as.Date("2017-12-31")) #simSummary <- simSummary(simobj,simdata, startDate = as.Date("2012-01-01")) #simTriangle <- simTriangle(simobj,claimdata,simdata, startDate = as.Date("2012-01-01")) ```

simTriangle-methods function