Displaying 2 results from an estimated 2 matches for "claims4".
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claims
2017 Jul 15
2
One Dimensional Monte Carlo Simulation
...n aggregate amount per period/iteration.
>
> Here is the code;-
>
> scale<-15.08707
> shape<-0.8592507
> lambda.risk<-1.75
> L<-7.5e5
> R<-2.5e6
> iterations<-replicate(10000,{
> claims1<-0
> claims2<-0
> claims3<-0
> claims4<-0
> claims5<-0
> claims6<-0
> claims7<-0
> claims<-c(claims1,claims2,claims3,claims4,claims5,claims6,claims7)
> freq<-(qpois(runif(1),lambda.risk))
> sev<-pmin(L,pmax(0,(qlnorm(runif(1),scale,shape)-R)))
> if(freq>=1){claims1<-sev}
>...
2017 Aug 01
0
One Dimensional Monte Carlo Simulation
...n aggregate amount per period/iteration.
>
> Here is the code;-
>
> scale<-15.08707
> shape<-0.8592507
> lambda.risk<-1.75
> L<-7.5e5
> R<-2.5e6
> iterations<-replicate(10000,{
>? claims1<-0
>? claims2<-0
>? claims3<-0
>? claims4<-0
>? claims5<-0
> claims6<-0
>? claims7<-0
>? claims<-c(claims1,claims2,claims3,claims4,claims5,claims6,claims7)
>? freq<-(qpois(runif(1),lambda.risk))
>? sev<-pmin(L,pmax(0,(qlnorm(runif(1),scale,shape)-R)))
>? if(freq>=1){claims1<-sev}
>?...