| Name : R-SPLICE
| |
| Version : 1.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 12:00:02
|
| Group : Development/Libraries/Other
| Source RPM : R-SPLICE-1.1.2-lp153.1.4.src.rpm
|
| Size : 2.61 MB
| |
| Packager : (none)
| |
| Summary : Synthetic Paid Loss and Incurred Cost Experience (SPLICE) Simulator
|
Description :
An extension to the individual claim simulator called \'SynthETIC\' (on
CRAN), to simulate the evolution of case estimates of incurred losses
through the lifetime of an insurance claim. The transactional
simulation output now comprises key dates, and both claim payments and
revisions of estimated incurred losses. An initial set of test
parameters, designed to mirror the experience of a real insurance
portfolio, were set up and applied by default to generate a realistic
test data set of incurred histories (see vignette). However, the
distributional assumptions used to generate this data set can be easily
modified by users to match their experiences. Reference: Avanzi B,
Taylor G, Wang M (2021) \"SPLICE: A Synthetic Paid Loss and Incurred
Cost Experience Simulator\" < arXiv:2109.04058>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
