https://github.com/casact/imaginator

Randomly simulate inception and settlement of general insurance losses
https://github.com/casact/imaginator

Last synced: 3 months ago
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Randomly simulate inception and settlement of general insurance losses

• Host: GitHub
• URL: https://github.com/casact/imaginator
• Owner: casact
• License: mpl-2.0
• Created: 2016-01-17T02:51:07.000Z (almost 9 years ago)
• Default Branch: master
• Last Pushed: 2022-03-19T22:53:09.000Z (over 2 years ago)
• Last Synced: 2024-06-11T12:43:19.854Z (5 months ago)
• Language: R
• Homepage:
• Size: 125 KB
• Stars: 13
• Watchers: 3
• Forks: 6
• Open Issues: 5
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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• jimsghstars - casact/imaginator - Randomly simulate inception and settlement of general insurance losses (R)

README

        
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# 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](https://www.casact.org/pubs/proceed/proceed85/85124.pdf).

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