rearrangepf {actuar} | R Documentation |
rearrangepf
reorganizes a portfolio of claim amounts stored in a two
dimension list.
rearrangepf(pf)
pf |
a two dimension list containing individual claim amounts |
This function takes individual claim amounts of a portfolio of contracts stored in a two dimension list (where each element of the list is a vector of claim amounts) and returns matrices of total claim amounts, number of claims and individual claim amounts.
A list made of:
aggregate |
matrix of aggregate losses for each contract and each year |
frequencies |
matrix of the number of claims per contract and per year |
severities |
a list of two elements:
|
Vincent Goulet vincent.goulet@act.ulaval.ca and Sébastien Auclair
simpf
to create a portfolio of data
modelfreq <- list(dist1 = "pois", par1 = list(lambda = quote(Lambda * weights)), dist2 = "gamma", par2 = c(shape = 2, rate = 1)) modelsev<-list(dist1 = "lnorm", par1 = list(meanlog = quote(Theta), sdlog = 1), dist2 = "norm", par2 = c(mean = 5, sd = 1)) ( x <- simpf(25, 4, modelfreq, modelsev) ) rearrangepf(x$data)