rearrangepf              package:actuar              R Documentation

_R_e_o_r_g_a_n_i_z_a_t_i_o_n _o_f _a _p_o_r_t_f_o_l_i_o

_D_e_s_c_r_i_p_t_i_o_n:

     'rearrangepf' reorganizes a portfolio of claim amounts stored in a
     two dimension list.

_U_s_a_g_e:

     rearrangepf(pf)

_A_r_g_u_m_e_n_t_s:

      pf: a two dimension list containing individual claim amounts

_D_e_t_a_i_l_s:

     This function takes individual claim amounts of a portfolio of
     contracts stored in a two dimension list (where each element of
     the list is a vector of claim amounts) and returns matrices of
     total claim amounts, number of claims and individual claim
     amounts.

_V_a_l_u_e:

     A list made of: 

aggregate: matrix of aggregate losses for each contract and each year

frequencies: matrix of the number of claims per contract and per year

severities: a list of two elements:

          '_c_l_a_i_m_s' matrix of the individual claim amounts for the first
               n - 1 years of observations

          '_c_l_a_i_m_s._l_a_s_t' matrix of the individual claim amounts for the
               last year of observations .in -5

_A_u_t_h_o_r(_s):

     Vincent Goulet vincent.goulet@act.ulaval.ca and Sbastien Auclair

_S_e_e _A_l_s_o:

     'simpf' to create a portfolio of data

_E_x_a_m_p_l_e_s:

     modelfreq <- list(dist1 = "pois",
                       par1 = list(lambda = quote(Lambda * weights)),
                       dist2 = "gamma",
                       par2 = c(shape = 2, rate = 1))
     modelsev<-list(dist1 = "lnorm",
                    par1 = list(meanlog = quote(Theta), sdlog = 1),
                    dist2 = "norm",
                    par2 = c(mean = 5, sd = 1))
     ( x <- simpf(25, 4, modelfreq, modelsev) )
     rearrangepf(x$data)

