Skip to content

Randomly simulate inception and settlement of general insurance losses

License

Notifications You must be signed in to change notification settings

casact/imaginator

Folders and files

NameName
Last commit message
Last commit date

Latest commit

author
ResearchActuary
Jan 14, 2022
cc84bf3 · Jan 14, 2022
Jan 11, 2022
Jun 19, 2020
May 31, 2017
Sep 29, 2020
Jan 11, 2022
Jan 14, 2022
Jun 29, 2016
May 31, 2017
Jan 14, 2022
Jun 10, 2020
Jun 19, 2020
Oct 3, 2019
Jan 14, 2022
Oct 4, 2019

Repository files navigation

Travis-CI Build Status GitHub version CRAN_Status_Badge codecov

imaginator

This is a package which will simulate a set of individual claims with random occurrence, report and payment lags. This algorithm was first proposed by James Stanard, whose original paper may be found here: A SIMULATION TEST OF PREDICTION ERRORS OF LOSS RESERVE ESTIMATION TECHNIQUES.

Future developments may include multiple payments per claim, simulated case reserves.