Generates plot to identify special claims

This function generates a plot that graphically compares the entry reserves of the historic observations with the entry reserves of the claims that shall be simulated. It helps to identify claims without sufficient similar historic claims for the simultaion.

Usage

plot_identify_special_claims(
  pools,
  extended_claims_data,
  first_orig_year,
  last_orig_year,
  selected_reserve_classes,
  special_claims = NULL
)

Arguments

pools

List as output of generate_pools().

extended_claims_data

Prepared claims data dataframe, see details of prepare_data().

first_orig_year

First desired origin year.

last_orig_year

Last desired origin year.

selected_reserve_classes

Reserve classes to be shown in the plot.

special_claims

Dataframe with special claims with at least the column Claim_id. May be Null if no special claim is identified. Default: NULL

Value

ggplot2 object

Examples

# this example uses data provided with this package
extended_claims_data <- prepare_data(claims_data = claims_data_xmpl,
                                     indices = indices_xmpl,
                                     threshold = 400000,
                                     first_orig_year = 1989,
                                     last_orig_year = 2023,
                                     expected_year_of_growing_large = 3,
                                     reserve_classes = c(1, 200001, 400001, 700001, 1400001),
                                     pool_of_annuities = pool_of_annuities_xmpl)

pools <- generate_pools(extended_claims_data = extended_claims_data,
                        reserve_classes = c(1, 200001, 400001, 700001, 1400001),
                        years_for_pools = 2014:2023,
                        start_of_tail = 17,
                        end_of_tail = 50,
                        lower_outlier_limit = -Inf,
                        upper_outlier_limit = Inf,
                        pool_of_annuities = pool_of_annuities_xmpl)
p <- plot_identify_special_claims(
         pools = pools,
         extended_claims_data = extended_claims_data,
         first_orig_year = 1989,
         last_orig_year = 2023,
         selected_reserve_classes = 4:5,
         special_claims = NULL)