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Claims Development Pattern

generate_pattern.Rd

generating the claims development pattern from a claims triangle and mixing it with an external pattern, e.g. for considering tail patterns

Usage

generate_pattern(
  triangle,
  volume = NULL,
  external_pattern = NULL,
  int2ext_transition = NULL
)

Arguments

triangle

cumulative claims triangle. An (mxn)-matrix where only the upper left triangle (including diagonal) will be used

volume

Number of newest calendar years to be used. Default: NULL, An Integer > 0 or NULL for no limitation

external_pattern

numeric vector or NULL if no external pattern shall be used, Default: NULL

int2ext_transition

year of transition from internal to external pattern. Integer or NULL for no transition.

Value

numeric vector

Examples

generate_pattern(matrix(c(1000, 800, 1200, 1200, 900, 1200, 1300, 900, 1200), 3))
#> [1] 1.166667 1.083333
generate_pattern(matrix(c(1000, 800, 1200, 1200, 900, 1200, 1300, 900, 1200), 3), 1,
                        c(1.2, 1.1, 1.05, 1.01), 3)
#> [1] 1.125000 1.083333 1.050000 1.010000