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Generating claims history triangle from dataframe

generate_triangle.Rd

Creates a matrix with each historic origin year as row and as calendar year in columns and sums of col_name entrys in upper right triangle of the matrix

Usage

generate_triangle(
  data,
  col_name,
  first_orig_year,
  last_orig_year,
  include_small_claims = FALSE
)

Arguments

data

dataframe with at least the columns 'Origin_year', 'Calendar_year' and col_name

col_name

column to sum across

first_orig_year

desired first origin year

last_orig_year

desired last origin year

include_small_claims

Default: FALSE. Set to FALSE to only include history as large claim. See details.

Value

matrix containing claims history triangle

Details

last_orig_year will automatically be treated as the last observed calendar year, so the resulting matrix is quadratic /cr if include_small_claims = FALSE, data must contain an additional column named "Dev_year_since_large to separate small from large claim history

Examples

claims_data <- data.frame(Claim_id = c(rep("Claim1", 3), "Claim2", rep("Claim3", 2)),
                          Origin_year = c(rep(2010, 4), rep(2012, 2)),
                          Calendar_year = c(2010:2012, 2012, 2012, 2014),
                          Dev_year_since_large = c(0, 1, 2, 1, 1, 2),
                          Cl_payment_cal = rep(1000, 6))
print(claims_data)
#>   Claim_id Origin_year Calendar_year Dev_year_since_large Cl_payment_cal
#> 1   Claim1        2010          2010                    0           1000
#> 2   Claim1        2010          2011                    1           1000
#> 3   Claim1        2010          2012                    2           1000
#> 4   Claim2        2010          2012                    1           1000
#> 5   Claim3        2012          2012                    1           1000
#> 6   Claim3        2012          2014                    2           1000
generate_triangle(claims_data, "Cl_payment_cal", 2009, 2014)
#>            Calendar_year
#> Origin_year 2009 2010 2011 2012 2013 2014
#>        2009    0    0    0    0    0    0
#>        2010    0    0 1000 2000    0    0
#>        2011    0    0    0    0    0    0
#>        2012    0    0    0 1000    0 1000
#>        2013    0    0    0    0    0    0
#>        2014    0    0    0    0    0    0