Transform exptected ibnr matrix to dataframe

The matrix with rounded expected numbers of ibnr large claims is transformed to a dataframe with one row per expected claim.

Usage

ibnr_transform2dataframe(expected_rounded_ibnr_numbers)

Arguments

expected_rounded_ibnr_numbers

Matrix as a result of get_expected_ibnr_numbers() and round_expected_ibnr_numbers().
Rownames must be equal to origin years!

Value

Dataframe with one row per expected future ibnr large claim and columns Origin_year, Dev_year_of_growing_large and Dev_year_since_large.

• Origin_year is the origin year of the expected future ibnr claim.

• Dev_year_of_growing_large is the expected development year in which the expected ibnr claim exceeds the threshold.

• Dev_year_since_large is the "new" development year where counting starts in the calendar year the claim exceeded the threshold. As these claims are expected to exceed the threshold in the future, this column must be < 1.

Examples

exp_ibnr <- matrix(c(0,0,0,2,0,0,1,1,0,0,0,0,0,0,0,1), 4)
rownames(exp_ibnr) <- 2020:2023
colnames(exp_ibnr) <- 2:5
ibnr_transform2dataframe(exp_ibnr)
#>   Origin_year Dev_year_of_growing_large Dev_year_since_large
#> 1        2023                         2                    0
#> 2        2023                         2                    0
#> 3        2023                         3                   -1
#> 4        2023                         5                   -3
#> 5        2022                         3                    0