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Capped means, exposure curves and increased limit factors26 days ago
1.Introduction | 2.Background theory | 2.1 Capped mean | 2.2 Exposure curve | 2.3 Increased limit factor curve | 3. Functions usage | 3.1 Capped mean | 3.2 Exposure curve | 3.3 Increased limit factor curve | 4. Examples | 4.1 Capped mean | 4.2 Exposure curve | 4.3 Increased limit factor curve
Pure IBNR exposure from a reporting delay distribution26 days ago
1.Introduction | 2.Background theory | 2.1 Reporting delay distribution | 2.2 From reporting delay to pure IBNR | 3. Functions usage | 3.1 Pure IBNR | 4. Examples | 4.1 Pure IBNR
Simulating claims with simulate_claims()26 days ago
1.Introduction | 2. A first run | 3. Distributions and their parameters | 4. A Pareto tail | 5. An each-and-every-loss layer with reinstatements | 6. An aggregate deductible | 7. Faster runs with gross = FALSE | 8. Reproducible runs | 9. Further options
Sliced LogNormal-Pareto and Gamma-Pareto distributions26 days ago
1.Introduction | 2.Background theory | 2.1 Sliced distribution background | 2.2 Sliced distribution definition | 3. Functions usage | 4. Examples | 4.1 Mean of a sliced distribution | 4.2 Sliced distribution simulations